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st: xtivreg2, no constant in the outpuut?


From   "Pierre Azoulay" <pierre.azoulay@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2, no constant in the outpuut?
Date   Fri, 30 Jun 2006 10:47:55 -0400

Hi, I am using xtivreg2 to estimate a fixed effects model with
"correct se's", ie, both heteroskedasticity and serial correlation
robust.

the data is a balanced panel of counties, 1991-1999.

We have year effects in there, but we cannot seem to get a constant
term in the regression. Are we doing something wrong? I searched
statalist but could not find anything...

Thanks

Pierre

--------------------------------
. tsset fips year;
      panel variable:  fips, 1003 to 56021
       time variable:  year, 1991 to 1999

. xi: xtivreg2    loghmoenrollees
                logpop loginc logpop65 logpop15 lognwhite logmdfp logmdnfp
                i.year, robust fe bw(3);
i.year            _Iyear_1991-1999    (naturally coded; _Iyear_1991 omitted)

FIXED EFFECTS ESTIMATION
------------------------
Number of groups =       560                    Obs per group: min =         9
                                                              avg =       9.0
                                                              max =         9

OLS regression with robust standard errors
------------------------------------------
Heteroskedasticity and autocorrelation-consistent statistics
 kernel=Bartlett; bandwidth=3
 time variable (t):  .
 group variable (i): fips

                                                     Number of obs =     5040
                                                     F( 15,  4465) =    46.51
                                                     Prob > F      =   0.0000
Total (centered) SS     =  7772.500295                Centered R2   =   0.2324
Total (uncentered) SS   =  7772.500295                Uncentered R2 =   0.2324
Residual SS             =  5966.546306                Root MSE      =    1.154

------------------------------------------------------------------------------
            |               Robust
loghmoenro~s |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     logpop |   9.236974   2.213715     4.17   0.000     4.898173    13.57578
     loginc |  -1.267983   .7580286    -1.67   0.094    -2.753692    .2177256
   logpop65 |  -2.955111   .7997608    -3.69   0.000    -4.522614   -1.387609
   logpop15 |  -7.820074   1.613504    -4.85   0.000    -10.98248   -4.657665
  lognwhite |  -.9190482   .9299859    -0.99   0.323    -2.741787    .9036906
    logmdfp |   1.386816   .3748129     3.70   0.000     .6521959    2.121436
   logmdnfp |   -.121715   .1130446    -1.08   0.282    -.3432785    .0998484
_Iyear_1992 |   .3863159   .0778425     4.96   0.000     .2337475    .5388843
_Iyear_1993 |   .8241919   .1151342     7.16   0.000     .5985329    1.049851
_Iyear_1994 |   1.148836   .1434591     8.01   0.000     .8676612     1.43001
_Iyear_1995 |   1.460995   .1694574     8.62   0.000     1.128865    1.793126
_Iyear_1996 |   1.684981   .2008649     8.39   0.000     1.291293    2.078669
_Iyear_1997 |   1.821555   .2342937     7.77   0.000     1.362347    2.280762
_Iyear_1998 |   1.902581   .2735162     6.96   0.000     1.366499    2.438663
_Iyear_1999 |   1.874201   .3029448     6.19   0.000      1.28044    2.467962
------------------------------------------------------------------------------


----------------------------------------------------------------------------------
Pierre Azoulay
Associate Professor of Management
Columbia University                           Phone: (212) 854-9684
Graduate School of Business                Fax:   Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023                        http://www.columbia.edu/~pa2009/
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