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st: Very elementary Q. re: XTREG, FE


From   "Noel Campbell" <NCampbell@uca.edu>
To   "Stata List" <statalist@hsphsun2.harvard.edu>
Subject   st: Very elementary Q. re: XTREG, FE
Date   Fri, 20 Oct 2006 15:22:42 -0500

Newbie here, and I'm convinced I'm just being incredibly dense, but...

Suppose I have annual data on a cross-section of U.S. states, and I
want to calculate Fixed Effects estimates.

Does STATA automatically include an "annual" time-varying,
cross-sectional invariant effect?  Or do I need to include these by hand
with dummy for every year?

Thanks in advance,

Noel

************
Noel D. Campbell
Assoc. Prof. Econ.
EFIRM
U. Central Arkansas
ncampbell@uca.edu
(501)852-7743

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