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st: Partial Relation in Fixed Effects Estimation


From   Jason Hwang <jjhwang@fas.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Partial Relation in Fixed Effects Estimation
Date   Thu, 9 Mar 2006 09:42:06 -0500 (EST)

I really appreciate the help people provide on this board.

I'm running fixed-effects regressions to estimate the impact of var1 on
growth using the following command.

tsset id year

xtreg growth var1 var2 , fe

var1 turns out to have significant impact on growth in this specification.

I'm interested in generating a scatter plot of growth and var1 conditional
on control variable var2 and the fixed effects (id dummies). I would like
to visually inspect this relationship to see which observations are
driving the results. That is, I want to identify the within-id variation
that's giving me the fixed effect results.

To do this I've done this:

xtreg growth var2, fe
predict growthres, e

xtreg var1, fe
predict var1res, e

reg growthres var1res
twoway scatter growthres var1res

I was hoping to obtain the residual growth conditional on var2 and the id
effects and obtain the residual of var1 conditional only on the id
effects.  Then I wanted to plot the residuals to see which observations
were important for the results.

But when I run the regression of growthres on var1res, I get no
significant results and the scatter plot is basically a cloud. This
doesn't seem consistent with the initial result from running the
regression (at the top).

Would anyone know of a way to do something like this to identify the
within-id variation that's giving me the results?

Thanks very much for your help.

Jason
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