Code:
clear input int(wave iid) float(ls income hs_work) 1 112 8 1000 20 1 111 7 1100 25 2 111 . 800 30 2 112 4 2000 15 3 112 7 1246 20 3 111 3 4589 18 4 112 4 2500 24 4 111 4 3000 40 5 112 8 1798 48 5 111 7 3251 40 6 112 8 3425 36 6 111 5 2000 38 end xtset iid wave bysort iid :egen double m_ls=mean(ls) bysort iid :egen double m_income=mean(income) bysort iid :egen double m_hs_work=mean(hs_work) gen double dm_ls=ls-m_ls gen double dm_income=income-m_income gen double dm_hs_work=hs_work-m_hs_work drop m_ls m_income m_hs_work bysort wave:egen double m_ls=mean(dm_ls) bysort wave:egen double m_income=mean(dm_income) bysort wave:egen double m_hs_work=mean(dm_hs_work) replace dm_ls=dm_ls-m_ls replace dm_income=dm_income-m_income replace dm_hs_work=dm_hs_work-m_hs_work reg dm_ls dm_income dm_hs_work forvalues i=1/6 { qui { drop m_ls m_income m_hs_work bysort iid:egen double m_ls=mean(dm_ls) bysort iid:egen double m_income=mean(dm_income) bysort iid:egen double m_hs_work=mean(dm_hs_work) replace dm_ls = dm_ls - m_ls replace dm_income = dm_income - m_income replace dm_hs_work = dm_hs_work - m_hs_work sum dm_ls drop m_ls m_income m_hs_work bysort wave:egen double m_ls = mean(dm_ls) bysort wave:egen double m_income = mean(dm_income) bysort wave:egen double m_hs_work=mean(dm_hs_work) replace dm_ls=dm_ls-m_ls replace dm_income=dm_income-m_income replace dm_hs_work=dm_hs_work-m_hs_work } reg dm_ls dm_income dm_hs_work }
Code:
reg dm_ls dm_income dm_hs_work ------------------------------------------------------------------------------ dm_ls | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- dm_income | -.0000895 .0003102 -0.29 0.780 -.0008048 .0006258 dm_hs_work | .0651194 .0593232 1.10 0.304 -.0716802 .201919 _cons | .037346 .2231589 0.17 0.871 -.4772595 .5519514 ------------------------------------------------------------------------------ xtreg ls income hs_work, fe ------------------------------------------------------------------------------ ls | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- income | -.0007449 .0005059 -1.47 0.184 -.0019411 .0004513 hs_work | .0806055 .0485036 1.66 0.140 -.0340873 .1952984 _cons | 5.289379 1.874318 2.82 0.026 .8573201 9.721438 -------------+----------------------------------------------------------------
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