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st: sampling variance of estimated fixed effects
I am estimating an unbalanced panel with 420 individuals x 22 years with the
within estimator. I then want to look at the predicted fixed effects (which
I can do with the command predict name, u).
I have not been able to find in the manual how to look at the sampling
variance-covariance matrix of these 420 fixed effects.
Does anyone know how I could do this? (I guess I only need the diagonal on
the variance-covariance matrix, at least to start with!).
Any hints on how to do this will be much appreciated!
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