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st: Random effects time invariant residuals


From   Xavier Mas <xavier.mas.manez@gmail.com>
To   statalist@hsphsun2.harvard.edu
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

Xavier
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