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Re: AW: st: AW: Question on xtreg and the FE option
From
Andrew Nicholson <[email protected]>
To
[email protected]
Subject
Re: AW: st: AW: Question on xtreg and the FE option
Date
Thu, 8 Nov 2012 10:24:28 -0500 (EST)
Ok got what looks like a couple mixed responses. Heres my xtset
xtset CountyNum QuarterYear
Where CountyNum goes from 1 - 105 identifying all 105 individual counties in Kansas. QuarterYear goes from 2001Q1 to 2008Q4 for each county.
So for this xtset, using the fe option it will automatically generate County Level Fixed Effects and Quarter time fixed effects? Or possibly just the County?
Andrew Nicholson
----- Original Message -----
From: "Klaus Pforr" <[email protected]>
To: [email protected]
Sent: Thursday, November 8, 2012 4:37:50 AM
Subject: AW: st: AW: Question on xtreg and the FE option
Linear fixed-effects-models can be understood as models on the deviances of the means, where the fixed-effect is the individual heterogeneity in the mean. Very often you are not interested in the deviance of a specific observation of a unit across time. All observation within a unit treated equally, i.e. they are symmetric with respect to time. Time becomes important, when you have/want to model correlation across time in the error term (help xtreg##correlation). I thing all of these options need the additional time specification in the xtset, but not the xtreg itself.
Klaus
__________________________________
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]
__________________________________
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Justina Fischer
Gesendet: Donnerstag, 8. November 2012 11:27
An: [email protected]
Betreff: Re: st: AW: Question on xtreg and the FE option
How can stata use xtreg, fe without knowing the time dimension?
-------- Original-Nachricht --------
> Datum: Thu, 8 Nov 2012 10:21:07 +0000
> Von: Nick Cox <[email protected]>
> An: [email protected]
> Betreff: Re: st: AW: Question on xtreg and the FE option
> This is not correct. There is no rule that a time variable _must_ be
> specified.
>
> On Thu, Nov 8, 2012 at 10:11 AM, Justina Fischer <[email protected]>
> wrote:
> > Hi Andrew
> >
> > when using xtset you have to specify both observational unit and
> > time
> dimension at the same time.
> >
> > E.g. xtset country year
> >
> > or xtset id timeline
> >
> >
> > etc.
> >
> >
> > Best
> >
> > Justina
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