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Re: st: Retrieving coefficients using the xtreg command


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, John de Figueiredo <jdefig@MIT.EDU>
Subject   Re: st: Retrieving coefficients using the xtreg command
Date   Wed, 04 May 2005 21:25:22 +0100 (BST)

John,

Quoting John de Figueiredo <jdefig@MIT.EDU>:

> 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?

After estimation, -predict- with the u option should get you what you want.
 Have a look at what -help xtreg- says in the section on -predict-.

Cheers,
Mark

> 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?
> 
> Thanks
> John
> 
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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes

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