Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   "Klaus Pforr" <[email protected]>
To   <[email protected]>
Subject   AW: st: AW: Question on xtreg and the FE option
Date   Thu, 8 Nov 2012 11:37:50 +0100

Linear fixed-effects-models can be understood as models on the deviances of the means, where the fixed-effect is the individual heterogeneity in the mean. Very often you are not interested in the deviance of a specific observation of a unit across time. All observation within a unit treated equally, i.e. they are symmetric with respect to time. Time becomes important, when you have/want to model correlation across time in the error term (help xtreg##correlation). I thing all of these options need the additional time specification in the xtset, but not the xtreg itself.

Klaus
__________________________________

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: [email protected]
__________________________________


-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Justina Fischer
Gesendet: Donnerstag, 8. November 2012 11:27
An: [email protected]
Betreff: Re: st: AW: Question on xtreg and the FE option

How can stata use xtreg, fe without knowing the time dimension?
-------- Original-Nachricht --------
> Datum: Thu, 8 Nov 2012 10:21:07 +0000
> Von: Nick Cox <[email protected]>
> An: [email protected]
> Betreff: Re: st: AW: Question on xtreg and the FE option

> This is not correct. There is no rule that a time variable _must_ be 
> specified.
> 
> On Thu, Nov 8, 2012 at 10:11 AM, Justina Fischer <[email protected]>
> wrote:
> > 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index