John,
Quoting John de Figueiredo <[email protected]>:
> I'm using Stata8.
>
> I want to run a fixed effects (on firmid) regression using the xtreg
>
> command. There are 10000 firms.
> I then want to used the fixed effects coefficients as dependent
> variables
> in a second regression (see David Card, Alan Krueger, Journal of
> Political
> Economy, 1992, for example).
>
> I run the regression:
>
> xtreg expend sales rd advertise, fe i(firmid)
>
> Is there a way to retrieve the fixed effects coefficients for each
> of the
> 10000 firms using the xtreg command?
After estimation, -predict- with the u option should get you what you want.
Have a look at what -help xtreg- says in the section on -predict-.
Cheers,
Mark
> If not, is there a way to use the xi:regress command and force it to
> omit a
> particular reference case (firmid==10) in order to get the
> coefficients?
>
> Is there a different (easier) way to do this?
>
> Thanks
> John
>
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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