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"Ikuho Kochi" <email@example.com>
Mon, 2 Jul 2012 20:58:29 +0000
Dear fellow econometricians/statisticians
I have a question regarding the "xtivreg2" command and would
appreciate very much if somebody can help me to clarify some issues.
Since I have to estimate HAC fixed models, I am using the xtivreg2 command.
However, the xtivreg2 command does not estimate a constant term
in the fixed effect model (as described in the command description),
and I am wondering why it is programmed in this way. My understanding is
that the fixed effect model usually includes a constant term (when I run
the same model with xtivreg command, the constant term appears, so it is
not the data problem), or am I missing something? I wonder if the user
of this command is expected to include an extra variable with constant
values in the fixed effect model so that the constant term will be estimated
in fixed model estimation?
I appreciate for your time and input...
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