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Re: st: fixed effects regression


From   "NEYMOTIN, FLORENCE" <neymotin@calmail.berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: fixed effects regression
Date   Fri, 30 Sep 2005 14:02:18 -0700

so there is no way to get the coefficients from the fixed effects regression when I just run it as
"xtreg..., fe.." ? I thought there should be a way to get them...


On Fri, 30 Sep 2005 16:55:30 -0400
David Jacobs <jacobs.184@sociology.osu.edu> wrote:

If you use the stata commands "xtreg" or "areg" --or the other fixed effects commands for limited dependent variables--you can't control the number of fixed effects; these programs do this automatically.

If you alter an OLS analysis by including dummies for each case (and possibly dummies for each period), such models will run, although the program may suppress one case dummy or a year dummy or the intercept. If you use this augmented OLS approach to estimate a fixed-effects model, the "reg" program will list the coefficients on the dummies and their standard errors. The only disadvantage is output that can be quite large.

Note that throwing in the dummies in an attempt to use a fixed effects approach to explain limited dependent variables with estimators such as logit, probit, or Tobit will produce incorrect estimates. This dummy variable inclusion approach only is sound for an analysis that could appropriately use stata routines such as "xtreg" or "areg".

Dave Jacobs

At 04:28 PM 9/30/2005, you wrote:

hi, if I am running a regression with fixed effects. (1) is there a limit on the number of fixed-effects I can use, and (2) is there a way to retrieve the coefficients on the fixed effects (and possibly also their standard errors) afterwards?
Thank you
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