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


From   mukta mukherjee <[email protected]>
To   [email protected]
Subject   Re: st: AW: what does constant implies in fixed effect
Date   Tue, 30 Jun 2009 14:38:34 -0400

Thanks a lot.
Mukta

On Tue, Jun 30, 2009 at 2:24 PM, Martin Weiss<[email protected]> wrote:
>
> <>
>
> 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: [email protected]
> [mailto:[email protected]] Im Auftrag von mukta mukherjee
> Gesendet: Dienstag, 30. Juni 2009 20:17
> An: [email protected]
> 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<[email protected]> wrote:
>>
>> <>
>>
>> http://www.stata.com/support/faqs/stat/xtreg2.html
>>
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: [email protected]
>> [mailto:[email protected]] Im Auftrag von mukta
> mukherjee
>> Gesendet: Dienstag, 30. Juni 2009 19:40
>> An: [email protected]
>> 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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>>
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>
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