Dear Andrew,
you should have a look at the help file (help xtreg).
There you'll find additional options you may use.
The model places (in your case) state fixed effects automatically,
but not period dummies.
Best, Jan
-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Andrew Nicholson
Gesendet: Thursday, November 08, 2012 3:35 AM
An: statalist@hsphsun2.harvard.edu
Betreff: st: Question on xtreg and the FE option
I have balanced panel data of Kansas Counties for 2001Q1 to 2008Q4. I currently have the following code as an example
xtreg Y X1 X2 X3, fe
My question is in a few parts:
1) Am I using the fe command fully, is there some further options I should be adding aside from just "fe"?
2) If it is just "fe" what fixed effects are placed into the model with this command? Does it automatically have Year and State Fixed Effects with just "fe"?
Thank you for your time,
Andrew Nicholson
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