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st: RE: Interpretation of dummy variables in fixed-effects regression


From   "Herrnstadt, Evan" <Herrnstadt@rff.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Interpretation of dummy variables in fixed-effects regression
Date   Thu, 6 Dec 2007 15:47:25 -0500

Thanks so much for your quick answer, Maarten. 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Thursday, December 06, 2007 12:41 PM
To: stata list
Subject: st: Interpretation of dummy variables in fixed-effects
regression

> 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. 

This is what is known as effect coding, -xi3- can automate making the
relevant variables for you. see:
http://www.ats.ucla.edu/stat/Stata/faq/xi3.htm

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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