The best documentation of the -xt- commands
is the [XT] manual.
Nick
[email protected]
Sunil W
> Thanks to Nick and Scott for replying to my earlier
> post. I have a couple of more questions regarding the
> fixed effects model:
>
> One, how do I interpret the constant term in the
> output when I run the xtreg, fe command. I understand
> that the fixed effects model should give me a separate
> constant terms for every group, but I get only a
> single constant. Is that an average of all the group
> specific constants?
>
> Two, what algorithm does stata use in the xtreg,fe
> command? Is it MLE or GLS or plain OLS? Also, what
> would be a good website to read in detail about the
> various algorithms behind the stata commands?
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