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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Random effects time invariant residuals |
| Date | Mon, 10 Sep 2012 13:59:35 +0100 |
The code is documented in the post-estimation help for whatever modelling command you used. (You don't tell us, contrary to advice.) "Macro" is not, in the Stata world, a word that means program, routine or script. Nick On Mon, Sep 10, 2012 at 1:56 PM, Xavier Mas <xavier.mas.manez@gmail.com> wrote: > After running a random effects estimation I can obtain the time > invariant residuals using the Stata post-estimation command "predict > time_invariant_resid, u". I am working on an efficiency benchmark > exercise and I would like to know if there is any do file / macro that > shows how to calculate these time invariant residuals from the data > and the estimated coefficients of panel data regressions? * * 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/