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st: Problem with Panel Unit specific intercepts


From   "Mayson Brian" <zerama@myself.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Problem with Panel Unit specific intercepts
Date   Fri, 20 Apr 2012 05:11:28 -0400

Dear All, 

 I have been estimating the panel data model 

 yit=xit`b+uit+eit 

 My data consists of 14 panel units and 29 time periods. 

 After the estimation, when I see the residuals the sum of the residuals is zero only when the fitted value is taken with the effect 

 i.e., using the post estimation command:  predict xb, xbu, which includes the within group effects. 

 I can see also that each unit has different value for  ui, and hence each panel unit has its own unit specific intercept.  

 My question is that is there a method to tell stata estimate average intercept for the panel units not just unit specific intercepts. 

 Even the unit specific intercepts are not straight forward, I can only see that after predicting the ui that each panel unit has to have a 

 different intercept. 

 Any suggestion to deal with this problem. 

 Many thanks for your help 

 Mayson
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