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From |
Asgar Khademvatani <akhademv@ucalgary.ca> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: AW: LSDV vs. FE |

Date |
Sat, 28 Feb 2009 01:51:18 -0700 |

Hello Martin,

regress y d1 d2 d3 x where d2 d3 d3 are dummies. Am I right? Thank you. Asgar Martin Weiss wrote:

<>You want to consult Baum (2006), chapter 9.1.1, where this is explainedquite clearly. Seehttp://www.stata-press.com/books/imeus.htmlHTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Asgar Khademvatani Gesendet: Freitag, 27. Februar 2009 19:48 An: statalist@hsphsun2.harvard.edu Betreff: st: LSDV vs. FE Hello All, In general, I understand that LSDV estimation method is an alternative way of modeling fixed-effectsin in panel data approach , or it is equivalent to FE method. But, in STATA, we can specify a LSDV model in two ways: (1)with common constant as: LS y d1 d2 d3 x1 x2 x3 or (2)we can run it without constant or with non-constant option as: (for example)LS d1 d2 d3 x1 x2 x3, nonconstant I got a couple of concerns and questions as follows: First, which syntax of LSDV given above is appropriate or reliable for modeling a fixed-effects model? I mean it should be run with constant or without constant as shown above? Second, when we run FE model in Stata as: xtreg y x1 x2 x3, fe My question is that is this equivalent to LSDV with constant or without constant? Thank you in advance. Regards, Asgar Khademvatani Ph.D. Candidate-Department of Economics The Faculty of Social Sciences University of Calgary, 2500 University Dr., NW., Calgary, Alberta, Canada, T2N 1N4 Email: akhademv@ucalgary.ca Tel: +1(403)210-2574 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Sincerely, Asgar Khademvatani, PhD Candidate Department of Economics University of Calgary

begin:vcard fn:Asgar Khademvatani n:Khademvatani;Asgar org:University of Calgary;Economics adr:;;512, Jackson Place, NW;Calgary;Alberta;T3B 2V3;Canada email;internet:akhademv@ucalgary.ca title:PhD Candidate tel;work:(403)2846496 tel;home:(403)2102574 url:http://econ.ucalgary.ca/profiles/asgar-khademvatani version:2.1 end:vcard

**Follow-Ups**:**AW: st: AW: LSDV vs. FE***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**AW: st: AW: LSDV vs. FE***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: LSDV vs. FE***From:*"Asgar Khademvatani" <akhademv@ucalgary.ca>

**st: AW: LSDV vs. FE***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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