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From | Clive Gilbert <clivegilbert@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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/