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From |
Frank Barbera <fbarbera@bond.edu.au> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: How to perform a Wald test between the fixed effect... |

Date |
Thu, 21 Feb 2013 22:12:12 +1000 |

Hi John, you are correct, I wish to test the whether the time invariant predictor was significant, but not via the Mundlak or RE approach. I can't show you what I mean with all the data in 'nlswork' since there are too many idcodes, but if we can focus on the first 9 individuals (up to idcode 10, as idcode 8 is missing), I'll try to explain. Please bear with my clumsy commands (this is all new to me). First, I create a 'race_1' dummy equating to 1 if the individual is of the first race and 0 if they belong to the second... gen race_1=0 replace race_1 = 1 if race < 2 Then I categorise the idcodes into race_1 or race_2... generate id_race1 = idcode*race_1 generate id_race2 = idcode*(1-race_1) After that, I run the following regression, which creates the individual dummies and estimates each individuals intercept coefficient (wherein race has been absorbed)... xi: regress ln_w age i.id_race1 i.id_race2, noconstant

**Follow-Ups**:**Re: st: RE: How to perform a Wald test between the fixed effect...***From:*John Antonakis <John.Antonakis@unil.ch>

**References**:**st: How to perform a Wald test between the fixed effect...***From:*Frank Barbera <fbarbera@bond.edu.au>

**st: RE: How to perform a Wald test between the fixed effect...***From:*"Jacobs, David" <jacobs.184@sociology.osu.edu>

**Re: st: RE: How to perform a Wald test between the fixed effect...***From:*John Antonakis <John.Antonakis@unil.ch>

**RE: st: RE: How to perform a Wald test between the fixed effect...***From:*Frank Barbera <fbarbera@bond.edu.au>

**Re: st: RE: How to perform a Wald test between the fixed effect...***From:*John Antonakis <John.Antonakis@unil.ch>

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