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st: variance-covariance matrix for fixed effects
From
Mesfin A <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: variance-covariance matrix for fixed effects
Date
Tue, 2 Aug 2011 12:47:43 -0700 (PDT)
Dear Stata Listers,
I'm wondering if there is a way to compute and display the variance-covariance
matrix for the fixed effects in the simple panel data model .
Yit=X’β + αi+εit
estimated either as fixed effects effects or random effects.
I know that we can obtain the var-cov matrix for the regressors but I would
appreciate if anybody can give me an idea as to how to obtain the var-cov
matrix for the αi's.
Thank you.
Mesfin A
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