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Re: st: how to access coefficients for each observation in panel data with fixed effects


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to access coefficients for each observation in panel data with fixed effects
Date   Mon, 11 Apr 2011 19:06:36 +0100

Quite what you mean by the coefficients is not clear to me, but see
the help on post estimation for -xtreg-.

Nick

On Mon, Apr 11, 2011 at 6:44 PM, Amy Hieter <amy.hieter@gmail.com> wrote:

> I am trying to get the individual coefficients for each observation in
> my panel data set after running xtreg. There are over 3000
> observations (ie, counties) over 3 time periods
>
> For example, my regression is:
> xtreg depvap var1 var2 var3 +....+ varN, fe robust
>
> I though I might be able to get the coefficients by using:
> xi: regress depvar var1 var2 var3 +...+ varN, i.fips      where fips
> is the ID for each county.
>
> And I get:
> no room to add more variables because of width
>
> However, I do not think I can add more memory based on the output of
> "query memory"
>
> settable:                 current value      description
>             memory usage
> set memory           10M                      max. data space
>       10.000M
>
> Therefore,
> a) is there another way to get the coefficients per observation?
> b) am I misunderstanding the memory output and therefore can still use
> the xi command?

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