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From | Cory Smith <corybsmith@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: time series from panel data |
Date | Sun, 10 Feb 2013 15:05:19 -0500 |
Don't do the by/egen. Instead, collapse (mean) eps, by(date) On Sun, Feb 10, 2013 at 12:36 PM, Whelan, Paul <paul.whelan07@imperial.ac.uk> 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? > > thanks > > * > * 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/ * * 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/