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st: : xtreg


From   fabiopericolini@fastwebnet.it
To   statalist@hsphsun2.harvard.edu
Subject   st: : xtreg
Date   Fri, 30 Apr 2004 12:10:25 +0200

Clive Nicholas wrote: 

You didn't say whether your dependent variable was differenced o
> not. If
it has been, then - if my reading of the methodological literature is
correct - the fixed effect is removed. The FE at time _t_ minus the FE at
time _t_+1 equals 0! Thus, there is no FE is interpret in this context.

Sorry but I didn't understand your concept. Could you give me more details
about it?

My problem is that I don't know if with my xtreg,fe (within estimator) with
a within R^2 about 0.6 I can say that the evolution within each group is
described from my regressors. I have just studied the temporal correlaction
of my regressors with the dipendent variable and all seems to me correct.
Many many thanks.
Your help is very useful for me. 


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