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

Re: st: Dynamic fixed effects in Stata


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Dynamic fixed effects in Stata
Date   Thu, 21 Apr 2005 14:58:39 +0100

Vasalis,

You're right, it won't be equivalent.  The Stata command for simple 
fixed effects is xtreg with the fe option.  xtivreg, again with the 
fe command, will do linear IV with fixed effects.  Maybe the easiest 
thing to do is

findit fixed effects

and follow the links that look relevant.

Cheers,
Mark

From:           	"V. Sarafidis" <vs242@cam.ac.uk>
To:             	statalist@hsphsun2.harvard.edu
Subject:        	Re: st: Dynamic fixed effects in Stata
Date sent:      	21 Apr 2005 14:31:41 +0100
Send reply to:  	statalist@hsphsun2.harvard.edu

> This is a good idea. But is it going to be equivalent? The GMM-type
> procedures transform the data in first-differences while the fixed
> effects use the within transformation.
> 
> Vasilis
> 
> On Apr 21 2005, Mark Schaffer wrote:
> 
> > The official Stata command xtabond might do what you want.
> > 
> > Or go straight to David Roodman's xtabond2, which is more flexible. 
> > From within Stata, type
> > 
> > findit xtabond2
> > 
> > and take it from there.
> > 
> > HTH.
> > 
> > --Mark
> > 
> > From:           	"V. Sarafidis" <vs242@cam.ac.uk>
> > To:             	statalist@hsphsun2.harvard.edu
> > Subject:        	st: Dynamic fixed effects in Stata
> > Date sent:      	21 Apr 2005 13:40:09 +0100
> > Send reply to:  	statalist@hsphsun2.harvard.edu
> > 
> > > Hello,
> > > 
> > > I've got a question that might have already been answered a lot of
> > > times in the list but I am pretty new here.
> > > 
> > > Is there any obvious way to run fixed effects with dynamics in
> > > Stata (8)?
> > > 
> > > For example the following model:
> > > 
> > > Y(i,t)=a(i) + b*X(i,t) + d*(Xi,t-1)+u(i,t)
> > > 
> > > where X is strictly exogenous
> > > 
> > > Thank you in advance for your help
> > > 
> > > Vasilis
> > > *
> > > *   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/
> > 
> > Prof. Mark E. Schaffer
> > Director
> > Centre for Economic Reform and Transformation
> > Department of Economics
> > School of Management & Languages
> > Heriot-Watt University, Edinburgh EH14 4AS  UK
> > 44-131-451-3494 direct
> > 44-131-451-3296 fax
> > 44-131-451-3485 CERT administrator
> > http://www.sml.hw.ac.uk/cert
> > 
> > *
> > *   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/
> > 
> 
> -- 
> If I could get my membership fee back, I'd resign from the human race.
> Fred Allen (1894 - 1956)
> 
> 
> 
> *
> *   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/

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
44-131-451-3485 CERT administrator
http://www.sml.hw.ac.uk/cert

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index