[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: determining standard errors of fixed effect terms after xtreg |

Date |
Tue, 12 Feb 2008 21:08:05 -0500 |

All but Sarah: Just to close this thread (for now): I surmised offlist that the FE computed by -predict- were not the same as the FE computed by demeaning coefs on dummy variables because the regression dropped some collinear dummy vars, and the mean computation included zeros as estimated FEs (when those FEs were not in fact estimated). Given a section of code by Sarah, I suggested replacing forv i=1/600{ qui replace fe=_b[d`i'] if school==`i' qui replace se=_se[d`i'] if school==`i' } with forv i=1/600{ qui replace fe=_b[d`i'] if school==`i' & _se[d`i']>0 & _se[d`i']<. qui replace se=_se[d`i'] if school==`i' & _se[d`i']>0 & _se[d`i']<. } (before computing the mean of fe) and she reports that the -predict- method now matches the coefs method. On Feb 11, 2008 6:29 PM, Sarah Cohodes <sarah.cohodes@gmail.com> wrote: > I implemented your first solution on the sample data, and > unsurprisingly, it worked perfectly. Interestingly, when implemented > in my "real" data, the FE estimated by -predict- is not the same as > the FE estimated by taking the demeaned betas from the dummy variables > (it is the same in bpwide.dta). I find this slightly disturbing. * * 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/

**References**:**Re: st: determining standard errors of fixed effect terms after xtreg***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: determining standard errors of fixed effect terms after xtreg***From:*"Sarah Cohodes" <sarah.cohodes@gmail.com>

- Prev by Date:
**st: RE: Rename problem: r(110) already defined** - Next by Date:
**st: histogram height as avg of another variable** - Previous by thread:
**Re: st: determining standard errors of fixed effect terms after xtreg** - Next by thread:
**st: testing for overdispersione after Poisson Regression** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |