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From |
"R.E. De Hoyos" <redeho2@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Re: RE: xi question |

Date |
Thu, 3 Jun 2004 12:43:28 +0100 |

Andrea, You can interpret the omitted country's fixed effect as being the constant. Concerning the within-estimator fixed effect, you can estimate a first-difference equation including your country dummies. Y(t) - Y(t+1) = b[X(t) - X(t+1)] + b'Country(1) + ....e Rafa ----- Original Message ----- From: "Andrea Molinari" <A.Molinari@sussex.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Thursday, June 03, 2004 9:03 AM Subject: st: Re: RE: xi question > 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 > > > > > > > > > * > > > * For searches and help try: > > > * http://www.stata.com/support/faqs/res/findit.html > > > * http://www.stata.com/support/statalist/faq > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: xi question***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: Re: RE: xi question***From:*"Andrea Molinari" <A.Molinari@sussex.ac.uk>

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