Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Fixed effect analysis question


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Fixed effect analysis question
Date   Mon, 10 Apr 2006 17:03:32 +0100

Nasreen,

The panel data fixed effects estimator will make use of all the observations including those for which the indicator independent variable has no within-group variation. Notice that the within covariance between the constant independent variable and the dependent one will be zero.

Non-linear fixed effects will drop groups with no within variation in the dependent variable. I am sure you will find the following reference useful (Greene, 2001):

http://ideas.repec.org/p/ste/nystbu/01-01.html

Rafa
________________________
Rafael E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/

----- Original Message ----- From: "Khan, Nasreen" <nkhan12@uic.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, April 10, 2006 2:07 AM
Subject: st: Fixed effect analysis question



I have a very  basic question. I am running an individual level fixed
effect analysis. My independent variable of interest is a dummy variable
(y/n). For some people there is variation in the independent variable
where as some people do not have any variation. My question is for people
who do NOT have any variation in the independent variable do they
contribute to the coefficient or are they dropped out.

Thanks

Nasreen

*
*   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/

*
*   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