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Fwd: st: Random effects time invariant residuals


From   Xavier Mas <xavier.mas.manez@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: st: Random effects time invariant residuals
Date   Mon, 10 Sep 2012 15:56:12 +0100

Nick,

Many thanks for your indications and also thanks for the clarification
on the use of "macro" (I might be too influenced by VBA).

I just could not find in the post-estimation help or Stata manuals how
"predict variable,u" is calculated by Stata. This might not be the
kind of query posted in statalist, so sorry if this is the case.

Cheers,

Xavier


On 10 September 2012 13:59, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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