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st: Obtaining standard errors of FE terms using xtreg


From   "Andrew Leigh" <andrew.leigh@anu.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Obtaining standard errors of FE terms using xtreg
Date   Mon, 3 Apr 2006 15:44:04 +1000

I am estimating a model with about 12,000 fixed effect terms. I am
interested in the fixed effects terms, and their standard errors.

Obtaining the fixed effects terms is straightforward. 
	xtreg y constant, i(panel_id) fe r 
	predict panel_fe, u

However, I am having trouble working out how to obtain the standard errors.
Does anyone know of a straightforward way to obtain the standard error of
each of the fixed effects terms?

Thanks very much.

Andrew.



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