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st: Fixed effects using binary numbers + F test for Fixed effects


From   "joelle farajallah" <joelle.farajallah@hec.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed effects using binary numbers + F test for Fixed effects
Date   Thu, 1 Nov 2007 22:44:21 -0400 (EDT)

Hi everyone
I have quite a few questions about the fixed effects that might sound very
beginner level things but i'm getting really stuck with them

We have a certain model
lcrmrteit = 0 + 1 lprbarrit + 2 lprbconvit +d04 + d05 + uit.

The first question is to develop a model with fixed effects using binary
that can be estimated by MCO and estimate this model using Stata

The second question is to use an F test to validate the usage of fixed
effects (restricted F test)
Third question is to estimate the model using the fixed effects and use an
F statistic to validate the presence or absence of fixed effects ( using
integrated commands ?? )

And they finally ask us what the difference is between the 3 F statistics
obtained in these 3 questions , which for me kind of all seem to be the
same.
Thanks in advance for your help.


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