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Re: st: Household-fixed effect model with 50,000 hh
From
Shikha Sinha <[email protected]>
To
[email protected]
Subject
Re: st: Household-fixed effect model with 50,000 hh
Date
Thu, 4 Nov 2010 14:30:24 -0400
Thanks Maarten!
Shikha
On Thu, Nov 4, 2010 at 3:59 AM, Maarten buis <[email protected]> wrote:
> --- On Wed, 3/11/10, Shikha Sinha wrote:
>> Let child ID is cid and household id is hhid and data are
>> child-level observation within the households, and I want
>> to estimate a household-fixed effect model, then What is
>> the difference among these three estimation or are they same?
>>
>> 1. xi: reg y x1 x2 i.hhid
>>
>> 2. sort cid hhid
>> tsset cid hhid
>> xtreg y x1 x2, fe
>>
>> 3. xi:xtreg y x1 x2 i.hhid, fe
>
> 1. is in principle ok, but you said earlier that your data
> contains too many households for Stata to be able to estimate
> that model.
>
> 2. is wrong for your purpose, you want to use -xtset- not
> -tsset-.
>
> 3. is wrong also, the whole point of -xtreg- is that that
> way you can avoid making those dummies.
>
>
> Instead you should use:
>
> xtset hhid
> xtreg y x1 x2, fe
>
> For more information read -help xtreg- and -help xtset-.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
>
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