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st: RE: WG: xtreg Panel Estimation


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: WG: xtreg Panel Estimation
Date   Thu, 12 Nov 2009 17:46:49 -0000

Wael,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Martin Weiss
> Sent: Thursday, November 12, 2009 5:36 PM
> To: [email protected]
> Subject: st: WG: xtreg Panel Estimation
> 
> 
> Forwarded on behalf of Wael
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: Jabr, Wael M [mailto:[email protected]] 
> Gesendet: Donnerstag, 12. November 2009 18:37
> An: [email protected]
> Betreff: xtreg Panel Estimation
> 
> Thanks Martin. However, this document doesn't identify the calculation
> method used to get rid of the unobserved heterogeneity (alpha+ui).
> Is it differencing or demeaning?
>  
> Wael

The document that Martin pointed you towards,

http://www.stata.com/support/faqs/stat/xtreg.html

refers to "fixed effects".  If you are uncertain how to map this terminology onto "differencing" or "demeaning", you should consult a textbook or the Stata manual - it's definitely not a Stata-specific question!

--Mark

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