Re: st: constant term in xtreg, fe

["Mu Xu" <mystata@hotmail.com>]

Dear Prof. Jacobs,

Thanks a lot. I got it.

Jun

> From: David Jacobs <jacobs.184@sociology.osu.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: constant term in xtreg, fe
> Date: Tue, 01 Mar 2005 18:29:06 -0500
>
> There's a Stata FAQ about this.  My recollection is that the program comes 
> up with some kind of weighted average of the coefficients on the case 
> specific intercepts.
>
> Dave Jacobs
>
> At 04:59 PM 3/1/2005 -0600, you wrote:
>
> > Dear Statalisters:
> >
> > I am running panel model, and have something unclear about the output 
> > produced by Stata. According to Stata manul, xtreg with fe option is 
> > estimated using OLS demeaned equation. WHat I am unclear about is how is 
> > the _cons computed, is it first to get fixed effect estimates, then get 
> > back to intercept like:
> >
> > intercept = y_grand-mean -  (x_grand-mean)'B(fix_effect_estimates)? and 
> > its standard error therein?
> >
> > Jun Xu
> > Dept. of Sociology
> > Indiana University
> >
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