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st: correcting variances for Fixed Effects (within) estimator in panel data model
From
Shuaizhang Feng <[email protected]>
To
[email protected]
Subject
st: correcting variances for Fixed Effects (within) estimator in panel data model
Date
Wed, 14 Apr 2010 18:10:17 -0700 (PDT)
Dear list:
I am looking for technical details on how to correct variance estimates of within estimators in stata. Presumably in stata, fixed effects is calculated by within estimation (taking deviations from group means), not by adding dummies for each group separately (LSDV). But the estimated variances are not correct and need to be adjusted. I am wondering if anyone can provide me some details on how stata does this. Any references on the mechanics of this are also highly appreciated.
Thanks in advance.
Shuaizhang
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