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Re: st: Fixed effects


From   [email protected]
To   [email protected]
Subject   Re: st: Fixed effects
Date   Tue, 21 Dec 2004 09:24:58 +0100

Foxed effects are usually calculated on demeaned data ( see handbook, or Greene, etc). I do not know if the inclusion of interaction effects between time and state fixed effects is compatible with this way of estimating the model. If I were you, I would rather create the fixed effects through the inclusino of dummies and their interactions running then a random effects command ( just a feeling, though)

Cheers,

Justina




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