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From |
hwiig <henrik.wiig@econ.uio.no> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Period specific coefficient for individual effects |

Date |
Wed, 04 Aug 2004 14:21:56 +0200 |

Hi!

I want to estimate whether some observed individuals characteristics have led to a higher wage increase in an otherwise fixed (unobserved) individual characteristic panel data model, i.e. the level form model is as follows:

Y_it = a + a_i + b_t * Z_i + c * X_it

i = individual

t = periode

Y=Income

Z= dummy for male

X=Hours of labour

This implies the following model of changes:

(*) ch_Y_i = aa + (ch_b)*Z_i + c * ch_X_i

aa=constant that reflects constant period effects

ch_Y_i = change in income

ch_b = change in the effect of the observed characteristic of the individual

ch_X_i = change in hours worked

I can of course construct all ch_variables and run it as simple OLS regression with Stata command "reg". Meanwhile, I guess it easier (and more secure) to run some kind of fixed effect "xtreg" model in a "long" data set (years ordered in columns). How do I do this? What is the commands I should use?

Hope anyone can help me!

Cheers, Henrik

Henrik Wiig

Department of Economics

University of Oslo

PO Box 1095 Blindern, N-0317 Oslo, Norway

Eilert Sundts hus, 12th floor, Moltke Moes vei 31

Telephone: 22 85 51 35

Fax: 22 85 50 35

E-mail: henrik.wiig@econ.uio.no

Private telephone: 22 55 24 84

Mobile telephone: 47 75 75 09

http://folk.uio.no/hwiig/

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