Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Time trend

From   "Clive Nicholas" <>
Subject   Re: st: Time trend
Date   Thu, 22 Apr 2004 04:34:46 +0100 (BST)

'Cheryl' wrote:

> I have data with 3 different dummy variables for 3 different
> time periods.  I want to add a linear time trend and am unsure
> how.
> [I was told that I could "detrend" to do the same thing and
> regress each variable on t and save the residuals and the
> residuals have the detrended series, but I am unsure of how to do
> this over the course of the three periods to form one long period
> and do you regress all the variables together?].

If you could successfully -reshape- your data to -long- format (if
necessary), would fitting a 'time-counter' variable (e.g.: 1, 2, 3, etc.)
solve your problem?

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e:
Newcastle University  |
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index