Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Basic fixed effects estimator question


From   [email protected]
To   [email protected]
Subject   st: Basic fixed effects estimator question
Date   Fri, 17 Dec 2004 13:12:14 -0800

Hi Stata users,
 
I have a question about the estimator for fixed effects in
the linear model. That is 
 
. xtreg, fe
 
I have seen in the XT manual ( version 8, p. 207) that this
is estimated by running OLS on:
 
yit -yi(bar) + y (double bar) = ......
 
I was wondering if there is an easy way to force Stata to do
the traditional version of this estimator, that is run OLS
on:
 
yit - yi (bar) = ....
 
I know that I could transform the data but I will like to
know if Stata can do this automatically. 
 
Thanks, 
Alejandro 

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index