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


From   "Steven Stillman" <steven@thestillmans.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Very elementary Q. re: XTREG, FE
Date   Sat, 21 Oct 2006 15:22:34 +1300

Noel.  Assuming you are using xtreg or areg to control for state fixed
effects you also need to enter year fixed effects 'by hand' if you want to
control for these as well.  Stata pretty much does what you ask it to do, no
more, no less.  If you have many years of data you might want to use the
'xi' command to create your year fixed effects.  Or you can just create
these yourself and name them dyear1-dyearX or something similar and then all
you need to add you your variable list is dyear*.

Cheers,
Steve

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Noel Campbell
Sent: Saturday, October 21, 2006 9:23 AM
To: Stata List
Subject: st: Very elementary Q. re: XTREG, FE


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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