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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: variance-covariance matrix for fixed effects |
| Date | Tue, 2 Aug 2011 15:52:25 -0400 |
Mesfin A <mesfina26@yahoo.com> Just include dummies in the regression to get the VCE for FE, or ssc install fese for just the SE for the FE. On Tue, Aug 2, 2011 at 3:47 PM, Mesfin A <mesfina26@yahoo.com> wrote: > 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=Xʼβ + 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/