Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Random effects time invariant residuals

From   Xavier Mas <>
Subject   st: Random effects time invariant residuals
Date   Mon, 10 Sep 2012 13:56:08 +0100

Dear Statalist,

After running a random effects estimation I can obtain the time
invariant residuals using the Stata post-estimation command "predict
time_invariant_resid, u".  I am working on an efficiency benchmark
exercise and I would like to know if there is any do file / macro that
shows how to calculate these time invariant residuals from the data
and the estimated coefficients of panel data regressions?

Many thanks

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index