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RE: st: RE: Residuals after panel estimation


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Residuals after panel estimation
Date   Fri, 13 May 2005 13:21:50 +0100

Quite so. 

In addition, see the -modeldiag- package, which may help. 
-search- in an up-to-date Stata will point to files. 

Nick 
[email protected] 

[email protected]
 
> But xtline is a command in Stata 8 to do line plots with panel data !

Phil Alves
 
> Would that it were so simple! No xtline isn't a command or 
> and ado file or anything.

[email protected]

> > probably xtline will help?

Phil Alves
 
> > I'm wondering if there's a way of analysing graphically the 
> residuals 
> > of a panel regression (using xtreg or the xi: prefix). I'm 
> doing some 
> > FE estimations at the moment, and I want to draw some simple line 
> > graphs over time of the residuals (and the fitted values). 
> My data has
> > T>N, and I have concerns about non-stationarity, so this sort of
> > procedure is entirely necessary and/or useful.
> > 
> > However, I am only able to get legible graphs if I tell 
> stata to plot 
> > the residuals by each N. If I don't tell stata to treat each N 
> > separately the graph is a right mess, because it draws a 
> line for each 
> > N, and connect the end of the first to the beginning of the second 
> > etc. What I want is a set one set of residuals, not N sets, and one 
> > set of yhats.

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