> I want to demean variables Y, x1-x8 and then run an OLS regression of
> these variables for a panel data set for respondents. I think I need
> to be careful with the missing values in these variables. I'm not sure
> to exclude any respondent who has missing values for any of the
> variable in Y, x1-x8 when calculating the group mean for each
> respondent.
> 
> Mandy
You can take advantage of -reg- to perform casewise deletion.
 
qui reg y x-x8
foreach v of varlist Y x1-x8 {
   by id: egen mean_`v'=mean(`v') if e(sample)==1
}
Roy
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