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]
Re: st: constant in -xtreg (yes, again!)
From
jean-luc morin-chesnel <[email protected]>
To
[email protected]
Subject
Re: st: constant in -xtreg (yes, again!)
Date
Wed, 4 Dec 2013 08:07:29 +0100
Oh Scott thank you very much!
Of course, it is the weighted average! ;-)
So I am right to say that the proof that the constant is equal to the
average fixed effects is not shown in the faq?!
Many thanks again
On 3 December 2013 23:17, Scott Merryman <[email protected]> wrote:
> 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
> *
> * 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/