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Re: st: Fixed effect model with weight: xtivreg2 [aweight],fe?
You could use -areg- or -xtivreg2-
For example:
. webuse grunfeld
. areg invest mval [aw = kstock], ab(com)
Linear regression, absorbing indicators Number of obs = 200
F( 1, 189) = 327.94
Prob > F = 0.0000
R-squared = 0.9082
Adj R-squared = 0.9033
Root MSE = 120.16
------------------------------------------------------------------------------
invest | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654
_cons | -226.6022 30.39757 -7.45 0.000 -286.5643 -166.6401
-------------+----------------------------------------------------------------
company | F(9, 189) = 18.251 0.000 (10 categories)
. xtivreg2 invest mvalue [aw = kstock], small fe
FIXED EFFECTS ESTIMATION
------------------------
Number of groups = 10 Obs per group: min = 20
avg = 20.0
max = 20
OLS estimation
--------------
Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 200
F( 1, 189) = 327.94
Prob > F = 0.0000
Total (centered) SS = 7463301.849 Centered R2 = 0.6344
Total (uncentered) SS = 7463301.849 Uncentered R2 = 0.6344
Residual SS = 2728695.85 Root MSE = 120.2
------------------------------------------------------------------------------
invest | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654
------------------------------------------------------------------------------
Included instruments: mvalue
------------------------------------------------------------------------------
Scott
On Thu, Jul 31, 2008 at 11:50 PM, Dohan Kim <[email protected]> wrote:
> Hello Statalist members,
> I'd like to run a fixed effect model with an analytic weight. "xtreg,
> fe" doesn't allow a weight option, and some people in this forum
> suggested to use xtivreg2 [aweight=],fe. Can I use "xtivreg2,fe" even
> though I don't have any endogenous variables? In other words, can
> "xtivreg2 [aweight=],fe" be an alternative to a simple fixed effect
> model with a weight? If I can't use xtivreg2, are there any other ways
> I can run a fixed effect model with an analytic weight? I'll
> appreciate any advice.
>
> --
> Do Han Kim
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