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st: xi question


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xi question
Date   Wed, 2 Jun 2004 18:57:34 +0100

Dear Statalisters,
I am estimating an equation in panel which takes dummies for 420 individuals
and 22 years.
I need to have the 420 fixed effects to use them in a second stage, but I
cannot find the way of dropping the constant to get 420 (and not 419) fixed
effects.
I tried putting "nocons" in as many places as possible (my sentence is
xi: xtreg depvar regressors i.indiv t.time), but xi still drops one of my
fixed effects (calculated as individual dummies)!
Has anyone got any suggestion on how to do this using xi or any other
command?  (I do need the fixed effects estimated, for I have to use their
sampling variance, or standard error, too).
Thanks very much!
Andrea

Andrea Molinari
DPhil candidate in Economics
University of Sussex
Department of Economics
Arts Building E - office 517
Falmer, Brighton BN1 9SN
United Kingdom

Tel: +44 (0) 1273 - 873538
Fax: +44 (0) 1273 673563


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