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Re: st: Random effects time invariant residuals


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random effects time invariant residuals
Date   Mon, 10 Sep 2012 13:59:35 +0100

The code is documented in the post-estimation help for whatever
modelling command you used. (You don't tell us, contrary to advice.)

"Macro" is not, in the Stata world, a word that means program, routine
or script.

Nick

On Mon, Sep 10, 2012 at 1:56 PM, Xavier Mas <xavier.mas.manez@gmail.com> wrote:

> 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?
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