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From |
julio caceres delpiano <caceres.julio@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: understanding xi command |

Date |
Wed, 6 Feb 2008 01:17:51 +0100 |

Hi all, I am studying the relationship between two variables, y and x. I have observations for 10 years, 51 states and 10 age groups. In my model I wanted to introduce fixed effect by year, state and year-state interaction. I run the following regression xi:reg y x i.state i.year i.year*i.state (then the identification comes from the variation across age groups) When I run this regression I am getting results that I am not buying. In order to check my results and given the fact that I am not interested in the coefficients of the dummies, I tried to construct manually the fixed effects. I started with the model, xi:reg y x i.state, which it should be equivalent to the model, reg dy_s dx_s, with dy_s=y-my ; dx_s=x-mx; and mx=mean(x) by state I run this two specifications and I am getting the same coefficients as I expected. I do the same for the model xi:reg y x i.state i.year which is equivalent to the model, reg dy_sy dx_sy, with dy_sy= dy_s - mdy_sy ; dx_sy= dx_s-mdx_sy; and mdx_sy=mean(dx_s) by year and I getting the same results with both specifications. My problem comes when I tried to replicate the model xi:reg y x i.state i.year i.year*i.state because by doing the triple d_mean, I get different results that are different to the one that stata provides. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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