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st: time series from panel data

From   "Whelan, Paul" <>
To   "" <>
Subject   st: time series from panel data
Date   Sun, 10 Feb 2013 17:36:09 +0000


I would like to take the 'mean' of the residuals from a panel 
regression at each point in time to plot the average residual
in the cross-section as a time series. Here is an example and
the code I am using :

xtreg y x1 x2, fe vce(robust)
predict yhat
generate eps = y - yhat
by date, sort: egen mean_residual = mean(eps)

I would then like to export the resulting mean_residual to excel
as a single time series i.e., one observation for each date. The
problem is that I get many mean_residuals for each date corresponding
to each entity in the cross-section at that point in time. 

Is there a simple way to extract a single time series?


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