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From |
Christopher F Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: fixed effects model |

Date |
Wed, 04 Dec 2002 06:02:10 -0500 |

No; you cannot estimate a unit-specific constant term in a model that already has one. Each individual's constant term in the equation above is uniquely identified by W alpha. Just use pooled OLS (the standard regress command).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

Kit

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