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st: Re: Retrieving coefficients using the xtreg command
If you checked help xtreg, you would find that :
predict fixeff, u
should generate the fixed effects in variable fixeff.
You could then:
bysort firmid: keep if _n==1
keep firmid fixeff
and that would create a dataset with just the fixed effects for each firmid
----- Original Message -----
From: "John de Figueiredo" <jdefig@MIT.EDU>
Sent: Wednesday, May 04, 2005 4:04 PM
Subject: st: Retrieving coefficients using the xtreg command
I'm using Stata8.
I want to run a fixed effects (on firmid) regression using the xtreg
command. There are 10000 firms.
I then want to used the fixed effects coefficients as dependent variables
in a second regression (see David Card, Alan Krueger, Journal of Political
Economy, 1992, for example).
I run the regression:
xtreg expend sales rd advertise, fe i(firmid)
Is there a way to retrieve the fixed effects coefficients for each of the
10000 firms using the xtreg command?
If not, is there a way to use the xi:regress command and force it to omit
a particular reference case (firmid==10) in order to get the coefficients?
Is there a different (easier) way to do this?
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