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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: (fixed effect) sigma_u & s.d. of u |

Date |
Sat, 6 Sep 2008 06:49:46 -0400 |

< >

I have not done the calculation but it is a.s. an issue of degrees of freedom. When you calculate sqrt(Var(e)) you have a divisor of N-1, or 199. But the residuals from a regression do not have (N-1) d.f.

Kit Baum, Boston College Economics and DIW Berlin

http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata:

http://www.stata-press.com/books/imeus.html

On Sep 6, 2008, at 02:33 ,Man wrote:

The result is

Variable | Obs Mean Std. Dev. Min Max

- ------------- +--------------------------------------------------------

e | 200 -3.27e-08 51.28882 -184.0086 250.7097

while sigma_e = 52.767964

Could I think 51.28882 approximately equals 52.767964?

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