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Re: st: Different FE estimates


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Different FE estimates
Date   Mon, 13 Dec 2010 10:28:40 +0000 (GMT)

--- On Sun, 12/12/10, Muyang Zhang wrote:
> I used -felsdvreg- and -fese-, and they gave me totally different
> fixed effect estimates. How can it be and which one should
> I believe in?

-felsdvreg- and -fese- are user written programs. When asking 
questions about user written commands you must say where you found
them (this is in your own interest), see the third bullet in 
section 3.3 of the Statalist FAQ: <http://www.stata.com/support/faqs/res/statalist.html#stata>

The Statalist FAQ is not there to be nasty, it is there to help you
ask questions that we can answer. 

Both are ok, they just differ with respect to the reference category.
In order to understand rather than believe what these estimates mean
figure out from the help files and the Stata Journal article which
parameterization each use, and than use a small toy dataset with few 
(say 5) groups, create the sets of dummy variables manually using each
parameterization, and compare the results of your manualy created 
models with what -felsdvreg- and -fese- give you. 

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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