Hello,
I am working on a panel data, N=600, T=10. After running the regression analysis, -xtreg, fe-, I predicted individual unit effect, -predict, u-. Im addition, I want to know the standard error of estimate. I have a a couple of questions regarding the standard error of estimation in panel data analysis.
1. To get the standard error of estimation, should I run the command -predict, e- , which gave me the difference between predicted value and observed value at each time point for each unit?
2. If the answer to the first question is YES, then, how can I get the unit-specific standard error of estimation? Can I simply calculate the standard deviation of the "e" for each unit? In that way, the N in calculating the standard deviation will be 10, because of 10 time points. Is it correct?

Many thanks,