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st: Interpretation of dummy variables in fixed-effects regression


From   "Herrnstadt, Evan" <Herrnstadt@rff.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Interpretation of dummy variables in fixed-effects regression
Date   Thu, 6 Dec 2007 12:31:40 -0500

Hello all,

I am running a simple fixed effects regression manually using dummy
variables in OLS with clustered standard errors.  I need to figure out a
way to find a sort of "global average" constant term.  That is, I have:

Y = bX + a2D2 + a3D3 + a4D4 + a5D5 (omitting dummy var #1)

stata code is:
reg y x dum2 dum3 dum4 dum5, cluster(year).

I know how to add the dummies to get each individual intercept, but I
want some way to find an intercept net of any dummy effects (including
the omitted dum1), along with proper standard errors.  Is this possible?

Thanks,

Evan Herrnstadt
Research Assistant
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