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Re: st: RE: FE Estimate
From
Austin Nichols <[email protected]>
To
[email protected]
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 <[email protected]> wrote:
> Sanjesh,
>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> sanjesh kumar
>> Sent: Thursday, December 09, 2010 2:33 PM
>> To: [email protected]
>> 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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