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


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Question on xtreg and the FE option
Date   Thu, 8 Nov 2012 22:15:36 +0000

Klaus Pforr replied to Andrew Nicholson:

> For your problem, a good solution is -- as clivelist recommended -- to use
> your xtreg, fe with time dummies.
>
> A simple example would be:
>
> webuse nlswork, clear
> xtset idcode
> xtreg ln_wage age ttl_exp i.year, fe
>
> this is a candidate of a simple answer to your presumably simple question.

An alternative is to use -areg, absorb()-. See:

http://www.stata.com/statalist/archive/2007-06/msg00776.html

for an ?IC example.

-- 
Clive Nicholas (clivenicholas.posterous.com)

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson
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