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Re: st: RE: FE Estimate


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: FE Estimate
Date   Thu, 9 Dec 2010 10:24:54 -0500

See also
-fese-
etc. on SSC.

On Thu, Dec 9, 2010 at 9:45 AM, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
> 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.

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