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Re: st: xtreg individual and year fixed effects


From   daniele curzi <dancurzi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg individual and year fixed effects
Date   Sat, 31 Mar 2012 10:18:57 +0200

Thank you very much for your help!

So now you suggest me to generate 2 new variables, one that represents
the country-product fe and one that represents the year fe and then to
sum them to the residual.

I think that something like this should work:

by countryproduct: egen cp_fe=mean(ife)

by year: egen year_fe=mean(ife)

gen newvar= cp_fe + year_fe + resid

Thank you very much

Daniele

2012/3/29 Christopher Baum <kit.baum@bc.edu>:
> <>
> webuse grunfeld,clear
> xtreg invest mvalue kstock i.year, fe
> predict double ife, u
> replace ife = ife + _b[_cons]
> forv i=1936/1954 {
>        qui replace ife = ife + _b[`i'.year] if year==`i'
> }
> su ife
> tabstat ife, by(year)
> tabstat ife, by(company)
>
>
> Kit
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
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