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Re: st: constant in -xtreg (yes, again!)
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: constant in -xtreg (yes, again!)
Date
Tue, 3 Dec 2013 16:17:47 -0600
On Tue, Dec 3, 2013 at 2:48 PM, jean-luc morin-chesnel
<[email protected]> wrote:
>
> Next, by looking at the example I tried to recover the constant
> reported in -xtreg from the regression with dummy variables. Am I
> correct to compute
>
> 7.545455 (constant of the fe estimator) =( 4 + (4-2.5) + (4+4.333) +
> (4+10.333))/4
> 7.0415
> (the average
> of the fixed effects in the regression dummy specification)
> ?
>
You need to account for the unequal size of the groups.
clear
input group x y
1 0 -5
1 8 23
1 17 44
2 10 29
2 16 26
3 4 17
3 11 17
3 5 31
4 18 50
4 5 26
4 2 17
end
list
xtreg y x, fe i(group)
regress y x i.group
disp (3*_b[_cons] +2*(_b[_cons]+_b[2.group])+
3*(_b[_cons]+_b[3.group]) +3*(_b[_cons]+_b[4.group]))/11
Scott
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