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  • Panel Data and Studentized Residuals

    I have a panel data set and am need to check the studentized residuals (or internally studentized residuals).
    I use the command given below

    xtreg lny lnar lnlab lnam lnfer lntract lnra lnirr lnlab2 lnfer2 lnam2 lntract2 lnar2 lnra2 lnirri2 lnlabtime lnfertime lnamntime lntracttime lnartime lnratimed lnirrtime lnlabam lnlabtract lnlabfer lnlabar lnlabra lnlabirr lnfertam lnfertract lnferar lnferra lnferirr

    However when I proceed to use the command
    predict rstudent, rstudent

    I get the error
    predict rstudent, rstudent
    option rstudent not allowed
    r(198);


    Please let me know what I am doing wrong and what is the correct step

  • #2
    The rstudent option can be specified with simple regression, not panel regression. One workaround can be to estimate LSDV model, i.e. creating dummy variables for each cross-sectional unit and then use the rstudent option. For more discussion, see this link http://www.stata.com/statalist/archi.../msg01063.html
    Regards
    --------------------------------------------------
    Attaullah Shah, PhD.
    Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
    FinTechProfessor.com
    https://asdocx.com
    Check out my asdoc program, which sends outputs to MS Word.
    For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

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