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Re: st: AW: how to get slopes by clusters in a linear regression


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: how to get slopes by clusters in a linear regression
Date   Tue, 25 Aug 2009 11:47:39 -0400

Thank you, Martin!

I don't see how this could be used to estimate the model in a single
command -- statsby still seem to break down the regression by
clusters, without the intercluster restrictions on the
controls/covariates.

However, this led me to try to apply the Frisch-Waugh-Lowell theorem:
I estimate the univariate regression of outcome on treatment by each
cluster, I must only use the residuals for both after regressing them
on the set of controls.

If there is no other way, this seems to be doable.

Thanks again!

Laszlo

On Tue, Aug 25, 2009 at 11:23 AM, Martin Weiss<martin.weiss1@gmx.de> wrote:
>
> <>
>
>
> ******
> h statsby
> ******
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von László Sándor
> Gesendet: Dienstag, 25. August 2009 17:20
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: how to get slopes by clusters in a linear regression
>
> Dear Fellow Statalisters,
>
> I want to extend a fixed-effects-type model to allow for different
> coefficients on a variable (actually a treatment dummy) by each
> cluster I have. The richness of my data would allow for that. However,
> I did not find a way to do it in Stata that would report (and collect)
> the coefficients themselves. -xtmixed- doesn't seem to do so. I would
> like to restrict the coefficients on controls to be equal across
> clusters, so estimation by cluster is not a solution either.
>
> If there were a way that could collect the slopes to a single new
> variable (with the same value for observations in the same cluster,
> naturally), that would be the best. It would be great if I did not
> need to introduce all the 1438 cluster-indicator variables and
> interactions myself, and collect the coefficients.
>
> Thank you for any guidance in advance!
>
> Laszlo
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