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Re: st: Very elementary Q. re: XTREG, FE


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Very elementary Q. re: XTREG, FE
Date   Fri, 20 Oct 2006 17:50:59 -0400

Noel--
You have to make the year dummies yourself, e.g.

use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
tsset id year
xtreg ys k n, fe cluster(id)
tab year, gen(dy)
drop dy5
xtreg ys k n dy*, fe cluster(id)


On 10/20/06, Noel Campbell <NCampbell@uca.edu> wrote:
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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