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Re: st: RE: xtreg, fe and weights
Daniel Simon wrote:
Hi - I'm estimating a weighted fixed-effects model. I'm using
-areg- to do so. However, I want to obtain the within
r-squared. When I try and run -xtreg, fe- with any of the
weights options, I get an error message that weights are not
allowed. So, is there any other way to get the within
r-squared while estimated a weighted fe model?
And Mark Schaffer answered:
Can anyone suggest texts or journal articles that explain or justify the use of weights
that vary within panels in a fixed effects regression model (within-transformation or
-xtivreg2- supports weights, and straight LSDV as well as IV, so it
should do want you want.
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