infile year gas y pmg car using baltagi.txt reg gas y pmg car local i = 1 gen int ii = (_n+18)/19 gen gasx = gas gen yx = y gen pmgx = pmg gen carx = car while `i'<=18 { gen d`i' = 0 quiet replace d`i' = 1 if ii==`i' foreach xx in gas y pmg car { quiet sum `xx' if ii==`i' sca meen = r(mean) quiet replace `xx'x = `xx'x - meen if ii==`i' } local ++i } reg gas y pmg car d*, noconstant test d1=d2=d3=d4=d5=d6=d7=d8=d9=d10=d11=d12=d13=d14=d15=d16=d17=d18 iis ii xtreg gas y pmg car, fe reg gasx yx pmgx carx, noconstant xtreg gas y pmg car, be tis year xtset ii year xtdes predict u,u predict e,e *list u e