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AW: st: AW: what does constant implies in fixed effect


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: what does constant implies in fixed effect
Date   Tue, 30 Jun 2009 20:24:47 +0200

<> 

On your second point:



*************
clear*

/*100 individuals */ 
set obs 100
gen id=_n

/*time periods */ 
expand 10
bys id: gen time=_n

/*get dependent */ 
gen depent=rnormal()


bys id: egen meanovertime= /*
*/ mean(depent)

/*here comes 
your deviation */ 

gen deviation=depent-/*
 */ meanovertime

l in 1/20, noo sepby(id)

/*
also note xtsum
as a convenient way
to summarize
 */ 

xtset id time
xtsum depent
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von mukta mukherjee
Gesendet: Dienstag, 30. Juni 2009 20:17
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: what does constant implies in fixed effect

 thanks a lot.

On Tue, Jun 30, 2009 at 1:54 PM, Martin Weiss<martin.weiss1@gmx.de> wrote:
>
> <>
>
> http://www.stata.com/support/faqs/stat/xtreg2.html
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von mukta
mukherjee
> Gesendet: Dienstag, 30. Juni 2009 19:40
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: what does constant implies in fixed effect
>
> Hi!
> 1) Could anybody tell me what does the constant implies in fixed
> effect result in Stata. Because in fixed effect regression the
> constant terms should ideally get deleted.
> 2) Further, I would like to get deviation of the dependent variable
> from its individual (id) mean. so i used the following command:
>
> xtreg depent variable , fe
>
> But when I checked the residual it is a constant for each group . Why
> is it so? and how to interpret the residual. Also how to get the
> desired deviation.
> Thanks
> Mukta
>
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