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From |
David Greenberg <dg4@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: one way/two way fixed effects |

Date |
Tue, 04 Dec 2007 19:17:17 -0500 |

You have a very small number of regions. The significance tests you are using are unbiased only asymptotically - that is, as the sample size increases without limit. They can be very misleading for small n. You may want to look into panel-corrected standard errors as an alternative that performs better with a small number of cases. David Greenberg, Sociology Dept.l, New York U. ----- Original Message ----- From: valentina p <valendena@hotmail.it> Date: Tuesday, December 4, 2007 5:50 pm Subject: st: one way/two way fixed effects To: statalist statalist <statalist@hsphsun2.harvard.edu> > Hi to everyone,I have data of 15 regions over 15 years and I am trying > to understand which model to use to estimate the impact of immigration > on per capita income. Now I have to choose between a one-way and a > two-way fixed effects model. > > For this reason, I have two big "groups of question" (sorry in > advance). > > 1)To control for regions and time I suppose that a two-way fixed > effects model can be useful, but I do not know the commands for stata. > > I have read an example in a manual like: > > xtreg lc ly lpl lpm year2-year11, re > > dropped year1, which becomes the reference. > > Then the results are > > coef. P>|z| > ly .7409992 0.000 > lpl .1669597 0.026 > lpm .666226 0.000 > year2 .0464402 0.019 > year3 -.0744206 0.036 > | > | > year11 -.0460081 0.740 > _cons 2.4982631 0.002 > > whith the respective coefficients. > How can I interpret them and the constant term? I refer most of all > to the coeffs of year2-year11. > In which sense can I interpret them like variations from the year1? I > mean...what does this explain? which effects? > and how can I interpret the rule of(in the example let it be) ly, the > variable which I am principally studying? > > 2) Apart from this, if used a one way fixed effect model like xtreg y > x1 x2 ... ,fe would it be necessary to make an analysis of the > residuals? If yes, through which commands? > > Many many thanks to everyone who could help me > > val > _________________________________________________________________ > Scarica GRATIS le emoticon della tua squadra del cuore e il calendario > di serie A! > http://www.emoticons-livemessenger.com/pages/msnitcalcio/index.htm > * > * 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/

**References**:**st: one way/two way fixed effects***From:*valentina p <valendena@hotmail.it>

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