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st: constant term in xtreg, fe


From   "Mu Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: constant term in xtreg, fe
Date   Tue, 01 Mar 2005 16:59:45 -0600

Dear Statalisters:

I am running panel model, and have something unclear about the output produced by Stata. According to Stata manul, xtreg with fe option is estimated using OLS demeaned equation. WHat I am unclear about is how is the _cons computed, is it first to get fixed effect estimates, then get back to intercept like:

intercept = y_grand-mean - (x_grand-mean)'B(fix_effect_estimates)? and its standard error therein?

Jun Xu
Dept. of Sociology
Indiana University

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