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st: Use fixed-effects' coefficients in a second regression
From
Fabien Bertho <[email protected]>
To
[email protected]
Subject
st: Use fixed-effects' coefficients in a second regression
Date
Thu, 20 Jan 2011 15:22:33 +0100 (CET)
Hi,
I would like to run an estimation in two steps. The first step consists in running a regression with control variables and country fixed effects. Then, I would like to convert fixed-effects’ coefficients in variables in order to use them as dependent variables in a second regression.
I think it is possible with the command “statsby” but I cannot find how. Could you help me please?
Tank you.
Best Regards,
Fabien
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