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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 19:50:14 +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?
>>
>> *
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>>
>
> *
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>

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