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]
st: Removing trends from panel data
From
Clive Gilbert <[email protected]>
To
[email protected]
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,
Clive
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/