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Re: st: constant term in xtreg, fe


From   David Jacobs <jacobs.184@sociology.osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constant term in xtreg, fe
Date   Tue, 01 Mar 2005 18:29:06 -0500

There's a Stata FAQ about this. My recollection is that the program comes up with some kind of weighted average of the coefficients on the case specific intercepts.

Dave Jacobs

At 04:59 PM 3/1/2005 -0600, you wrote:

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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