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Re: st: why do fixed-effects estimates differ?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: why do fixed-effects estimates differ?
Date   Wed, 10 Sep 2008 08:40:53 +0100 (BST)

--- "G.B.Li" <tslee1912@yahoo.com> wrote:
> I use two methods to control for fixed effects: (1) use dummy
> variables, (2) demean all the variables.
> 
> Results turn out to be highly close, but not identical. The
> difference is no more than 0.000001。
> 
> In theory, they should be identical. How to explain the trivial
> differences?
> 
> (I guess it is related to my huge sample size. When I try both
> methods with a very small dataset, there is no such difference.)

What happens if you create the demeaned variables as doubles (see -help
double-)?

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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