Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: variance-covariance matrix for fixed effects


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: variance-covariance matrix for fixed effects
Date   Tue, 2 Aug 2011 15:52:25 -0400

Mesfin A <mesfina26@yahoo.com>
Just include dummies in the regression to get the VCE for FE, or
ssc install fese
for just the SE for the FE.

On Tue, Aug 2, 2011 at 3:47 PM, Mesfin A <mesfina26@yahoo.com> wrote:
> Dear Stata Listers,
>
> I'm wondering if there is a way to compute and display the variance-covariance
>
> matrix for the fixed effects in the simple panel data model .
>
> Yit=Xʼβ + αi+εit
>
> estimated either as fixed effects effects or random effects.
>
> I know that we can obtain the var-cov matrix for the regressors but I would
> appreciate if anybody can give me an idea as to how to obtain the var-cov
> matrix for the αi's.
>
> Thank you.
>
> Mesfin A

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index