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st: Re: RE: xi question


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: xi question
Date   Thu, 3 Jun 2004 09:03:26 +0100

Nick,
Thanks for that. However, adding 420 dummies to my model would only work
when estimating a pooled OLS, but not a within estimator (since the fixed
effects model would drop anything that is invariant over time).
Any hints for doing that in fixed effects?
Thanks!
Andrea

----- Original Message ----- 
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, June 02, 2004 6:58 PM
Subject: st: RE: xi question


> generate the dummies yourself with -tabulate-?
>
> Nick
> n.j.cox@durham.ac.uk
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Andrea
> > Molinari
> > Sent: 02 June 2004 18:58
> > To: statalist@hsphsun2.harvard.edu
> > 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
> > 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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