Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: AW: Question on xtreg and the FE option
From
Klaus Pforr <[email protected]>
To
[email protected]
Subject
Re: st: AW: Question on xtreg and the FE option
Date
Thu, 08 Nov 2012 10:25:22 +0100
<>
Dear Andrew,
the "automatic" fixed-effect with fe depends on how specify <xtset>
before you use <xtreg>. I presume that either your data are "xtset" as
they come or you xtset them like this
xtset countyid
If you generate an interaction "countyidXyear", and use <xtset
countyidXyear>, you get both fixed effects.
best
Klaus
Am 08.11.2012 09:43, schrieb Dithmer, Jan:
Dear Andrew,
you should have a look at the help file (help xtreg).
There you'll find additional options you may use.
The model places (in your case) state fixed effects automatically,
but not period dummies.
Best, Jan
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Andrew Nicholson
Gesendet: Thursday, November 08, 2012 3:35 AM
An: [email protected]
Betreff: st: Question on xtreg and the FE option
I have balanced panel data of Kansas Counties for 2001Q1 to 2008Q4. I currently have the following code as an example
xtreg Y X1 X2 X3, fe
My question is in a few parts:
1) Am I using the fe command fully, is there some further options I should be adding aside from just "fe"?
2) If it is just "fe" what fixed effects are placed into the model with this command? Does it automatically have Year and State Fixed Effects with just "fe"?
Thank you for your time,
Andrew Nicholson
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
--
__________________________________
Klaus Pforr
GESIS -- Leibniz Institut für Sozialwissenschaft
B2,1
Postfach 122155
D - 68072 Mannheim
Tel: +49 621 1246 298
Fax: +49 621 1246 100
E-Mail: [email protected]
__________________________________
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/