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st: Removing trends from panel data

From   Clive Gilbert <>
Subject   st: Removing trends from panel data
Date   Sun, 24 Jun 2012 16:13:19 +0100

Dear all,

I am a masters student and new to Stata so please excuse any obvious
mistakes or questions.

I am running a regression on panel data using the 'prais. . . , corc'
command. The resulting R-squared seems unrealistically high ( 0.9122),
which I believe may be due to a trending dependent variable (please
correct me if you think I may be wrong ). How can I remove the trend?

Any responses will be gratefully received.

Many thanks,

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