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st: RE: xi question
generate the dummies yourself with -tabulate-?
> -----Original Message-----
> From: email@example.com
> [mailto:firstname.lastname@example.org]On Behalf Of Andrea
> Sent: 02 June 2004 18:58
> To: email@example.com
> Subject: st: xi question
> 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
> 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 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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