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Re: st: AW: Question on xtreg and the FE option


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Question on xtreg and the FE option
Date   Thu, 08 Nov 2012 11:11:19 +0100

Hi Andrew

when using xtset you have to specify both observational unit and time dimension at the same time.

E.g. xtset country year

or xtset id timeline


etc.


Best

Justina

-------- Original-Nachricht --------
> Datum: Thu, 08 Nov 2012 10:25:47 +0100
> Von: Klaus Pforr <kpforr@googlemail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: Question on xtreg and the FE option

> <>
> 
> Dear Andrew,
> 
> the "automatic" fixed-effect with fe depends on how specify <xtset> 
> before you use <xtreg>. I presume that either your data are "xtset" as 
> they come or you xtset them like this
> xtset countyid
> 
> If you generate an interaction "countyidXyear", and use <xtset 
> countyidXyear>, you get both fixed effects.
> 
> best
> 
> Klaus
> 
> 
> Am 08.11.2012 09:43, schrieb Dithmer, Jan:
> > 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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> 
> 
> -- 
> __________________________________
> Klaus Pforr
> GESIS -- Leibniz Institut für Sozialwissenschaft
> B2,1
> Postfach 122155
> D - 68072 Mannheim
> Tel: +49 621 1246 298
> Fax: +49 621 1246 100
> E-Mail:klaus.pforr@gesis.org
> __________________________________
> 
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