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


From   Amy Hieter <amy.hieter@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 14:33:00 -0400

My apologies I was not clear.

I am trying to get the coefficient of   var1    for each observation
in the dataset, not just for the average observation across the data
set that I obtain from the -xtreg- output.

For example, I believe I can access the fixed effects for each county by:

predict u, u
replace u = u + _b[_cons]

I want to be able to do something similar for each variable in the model.

I took a look at he help on post estimation for -xtreg-   but I did
not see anything that would provide these values. Though perhaps
(likely) I am misunderstanding the help.

Hopefully this made more sense.

-amy



On Mon, Apr 11, 2011 at 2:06 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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