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From |
David Jacobs <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Basic fixed effects estimator question |

Date |
Fri, 17 Dec 2004 16:29:24 -0500 |

Maybe an easier way (although it produces much more output) is to use tabulate [e.g. "tabulate dm, generate(caseid)"] to generate a dummy for each value of your case indentifier and then use regress. The output is bulky because all of the coefficients on the case dummies are reported, but then you can use the diagnostics available for regression like rvfplot or acprplot etc. Remember as well that "areg" produces fixed effects estimation and robust is allowed.

Dave Jacobs

At 01:12 PM 12/17/2004 -0800, you wrote:

Hi Stata users, I have a question about the estimator for fixed effects in the linear model. That is . xtreg, fe I have seen in the XT manual ( version 8, p. 207) that this is estimated by running OLS on: yit -yi(bar) + y (double bar) = ...... I was wondering if there is an easy way to force Stata to do the traditional version of this estimator, that is run OLS on: yit - yi (bar) = .... I know that I could transform the data but I will like to know if Stata can do this automatically. Thanks, Alejandro * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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