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RE: st: Including fixed effects in a panel regression


From   Alec Minnema <alecminnemastatalist@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Including fixed effects in a panel regression
Date   Mon, 13 Feb 2012 17:19:15 +0100

Dear Christopher,

When you specify your xtreg, you can select the fe option (fixed effects).

HTH,

Alec

 

 

---------------------------------------- > Date: Mon, 13 Feb 2012 17:13:05 +0100 > Subject: st: Including fixed effects in a panel regression > From: kgnbp1@gmail.com > To: statalist@hsphsun2.harvard.edu > > Dear Statalist Users, > > I want to estimate a model to capture the impact of some variables on > bank's credit supply using Stata 11. My data-set has a following panel > structure: > date, bank, firm, credit, set of explanatory variables (specific to the bank). > > In the sample, I have 24 quarters, around 150 different banks and over > 50 thousand different firms. I use "xtset bank date" to set the panel > and I want to run the following panel regression for bank i and firm > j*: > > (dcredit)ij= Bj+B1(explanatory_variables)i+eij, > where (dcredit)ij is change of credit granted to firm j by bank i, > (explanatory_variables)i include set of bank's i characteristics, and > Bj are firm's j fixed effetcs. > > My question is: how to include firm's fixed effect in a regressi!
 on > where my panel variable is bank (and I have over 50 thousand different > firms)? > > * Similar model is used in Khwaja and Mian "Tracing the Impact of Bank > Liquidity Shocks: Evidence from an Emerging Market", American Economic > Review 2008, 98:4, 1413–1442, > http://www.aeaweb.org/articles.php?doi=10.1257/aer.98.4.1413 > > Thanks for your consideration > > Best regards, > > Christopher > > * > * 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/ 		 	   		  
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*   For searches and help try:
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