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st: RE: FE Estimate


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: FE Estimate
Date   Thu, 9 Dec 2010 14:45:31 -0000

Sanjesh,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> sanjesh kumar
> Sent: Thursday, December 09, 2010 2:33 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: FE Estimate
> 
> Hello statalisters
> 
> i have a question regarding estimation with Fixed Effects 
> (FE) Model. as in the 
> FE, intercepts are different for  different cross-section 
> units however Stata 
> prints intercept for the first country only.

That's not true - the intercept is a kind of average intercept across
all units.  Have a look at the manual entry for -xtreg-.

> is there a way 
> or command which i 
> can use to get the intercept for each cross-sectional unit with FE.

Yes - use the -predict- command after estimation.  You probably want the
-u- option, which gives you the fixed effect u_i.  These have mean zero,
so if you add the estimated constant you should have your intercepts.

Cheers,
Mark

> 
> i have tried the following which is an example
> 
> xi:xtreg y x1 x2 i.country, fe  
> 
> however i get a note that independent-variables are collinear 
> with the panel 
> variable id
> 
> looking forward for your help
> 
> sanjesh
> 
> 
>       
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