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st: RE: RE: WG: xtreg Panel Estimation


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: WG: xtreg Panel Estimation
Date   Thu, 12 Nov 2009 22:15:38 +0100

<>

In the absence of evidence to the contrary, we have to assume that Wael is a
Stata 11 user, and that he can hence get answers to his questions easily in
the "Remarks" section of the -xtreg- entry in the manuals...


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Schaffer, Mark E
Sent: Donnerstag, 12. November 2009 18:47
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: WG: xtreg Panel Estimation

Wael,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Martin Weiss
> Sent: Thursday, November 12, 2009 5:36 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: WG: xtreg Panel Estimation
> 
> 
> Forwarded on behalf of Wael
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: Jabr, Wael M [mailto:wael.jabr@student.utdallas.edu] 
> Gesendet: Donnerstag, 12. November 2009 18:37
> An: martin.weiss1@gmx.de
> Betreff: xtreg Panel Estimation
> 
> Thanks Martin. However, this document doesn't identify the calculation
> method used to get rid of the unobserved heterogeneity (alpha+ui).
> Is it differencing or demeaning?
>  
> Wael

The document that Martin pointed you towards,

http://www.stata.com/support/faqs/stat/xtreg.html

refers to "fixed effects".  If you are uncertain how to map this terminology
onto "differencing" or "demeaning", you should consult a textbook or the
Stata manual - it's definitely not a Stata-specific question!

--Mark

> 
> 
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