Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: time series from panel data


From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: time series from panel data
Date   Sun, 10 Feb 2013 14:03:34 -0600

xtreg ...
predict eps, e
collapse eps, by(date)

Scott


On Sun, Feb 10, 2013 at 11:36 AM, Whelan, Paul
<[email protected]> wrote:
> Hi,
>
> 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?
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index