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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 19:50:14 +0100 |

Sorry, but this makes no sense to me. A coefficient in mathematics is (surely?) something that is multiplied together with a variable. I don't know what that means here in terms of something that varies observation by observation. Perhaps someone else has a better sense of what you want. In any case, what you want has to be translated into the jargon of -xtreg-. On Mon, Apr 11, 2011 at 7:33 PM, Amy Hieter <amy.hieter@gmail.com> wrote: > 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? >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: how to access coefficients for each observation in panel data with fixed effects***From:*brendan.halpin@ul.ie (Brendan Halpin)

**References**:**st: how to access coefficients for each observation in panel data with fixed effects***From:*Amy Hieter <amy.hieter@gmail.com>

**Re: st: how to access coefficients for each observation in panel data with fixed effects***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: how to access coefficients for each observation in panel data with fixed effects***From:*Amy Hieter <amy.hieter@gmail.com>

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