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st: determining standard errors of fixed effect terms after xtreg


From   "Sarah Cohodes" <[email protected]>
To   [email protected]
Subject   st: determining standard errors of fixed effect terms after xtreg
Date   Tue, 29 Jan 2008 12:49:56 -0500

Dear Statalisters,

I am trying to obtain the standard errors of the fixed effects terms
after -xtreg-.

Using an analogous dataset to mine, obtaining the fe terms is easy:

sysuse bpwide, clear
xtreg bp_after bp_before sex, fe i(agegrp) robust
predict fe_agegrp, u

However, I don't know how to proceed to obtain the standard errors of
these fixed effects.

I appreciate your time and effort in advance.  I noticed that this
question has been asked but not answered on Statalist previously (see:
http://www.stata.com/statalist/archive/2007-01/msg01046.html or:
http://www.stata.com/statalist/archive/2006-04/msg00026.html).
I am loathe to revisit a topic that was not previously of interest or
perhaps has a trivial answer that I've overlooked, however I am quite
stuck.

Again, thanks,
Sarah

********************************
Sarah Cohodes
Data Manager and Research Analyst
Project for Policy Innovation in Education
Harvard Graduate School of Education
617.496.3408 (phone)
617.495.2614 (fax)
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