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st: xtreg


From   "Lee Chuntao" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtreg
Date   Tue, 3 Dec 2002 12:27:11 +0800

Dear Listers

     Can i run the following panel regression with fixed effect ?

     y(i,t)=constant+ w(i)' * alpha + x(i,t)'*beta+u(i,t)


     where w(i) is a vector of individaul specific but time invariant
variables
     x(i,t) is individual & time variant
     u(i,t) is the residual term

    the command i used is : xtreg y w x, fe
    stata dropped the w(i) automatically in the regression, why?

thanks

Lee Chuntao




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