st: xt: unit-specific trends

[László Sándor <sandorl@gmail.com>]

Hi all,

I am trying to demean and detrend my panel data allowing for unit
specific trends (using Stata 11.0 MP for Windows). I found some
previous posts about this, but I am not satisfied with the speed of
the solutions. I would be most happy with a "byable" solution, like
this pseudocode:

bys id: {
reg var t
pred dtrended_var, res
}

I know this is not possible. However, looping through my ids and if
conditions is not feasible either (or I collect them into a local with
-levelsof-?). Actually, with all the if conditions, it is not
attractive either, let alone feasible. (Or if I sort by id, I can use
in conditions in the balanced subset, which I presume to be much
faster?)

Or shall I just loop over a new id that will be consecutive integers
if I -egen, group- the old id (or do the same with ins)?

I had some hopes about -xtdata- or -areg-, but to no avail. Yet I look
for some guidance on doing this the right way, if even the simple
-areg- could have been made faster by "orders of magnitude" from Stata
11 to 12…

Thank you for any thoughts,

Laszlo

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