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st: RE: xtreg - saving transformed variables
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: xtreg - saving transformed variables
Date
Thu, 5 Jan 2012 20:35:46 -0000
BL,
Have a look at Ben Jann's -center-, available from ssc in the usual way.
It will demean and quasi-demean variables.
Cheers,
Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Bert Lloyd
> Sent: 05 January 2012 14:32
> To: [email protected]
> Subject: st: xtreg - saving transformed variables
>
> Hi Statalist,
>
> I would like to know if there is a simple way to keep the
> variables transformed by xtreg in memory and save them to the
> current dta-dataset.
>
> For example, for fixed effects estimation, I would like to
> save the de-meaned independent and dependent variables as,
> for example, y_demeaned, x1_demeaned, x2_demeaned, etc.
>
> Of course, this is not too hard to do manually but it would
> be convenient to ensure that it is done on the same sample, etc.
>
> A similar technique for other estimators that use transformed
> data, e.g. xtregar, would also be helpful.
>
> Many thanks in advance.
>
> - BL
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