Re: st: AW: Question on xtreg and the FE option

["Justina Fischer" <JAVFischer@gmx.de>]

it depends also on the Staa version you use

In my case -xtreg- requires -xtset-, and -xtset- requires both unit and time to be set

@Andrew: no, -xtreg, fe- does not automatically generate time fixed effects. -fe- relates to the unit fixed effects.

Justina
-------- Original-Nachricht --------
> Datum: Thu, 08 Nov 2012 20:57:04 +0100
> Von: Klaus Pforr <kpforr@googlemail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: Question on xtreg and the FE option

> For your problem, a good solution is -- as clivelist recommended -- to 
> use your xtreg, fe with time dummies.
> 
> A simple example would be:
> 
> webuse nlswork, clear
> xtset idcode
> xtreg ln_wage age ttl_exp i.year, fe
> 
> this is a candidate of a simple answer to your presumably simple question.
> 
> best
> 
> Klaus
> 
> Am 08.11.2012 16:24, schrieb Andrew Nicholson:
> > 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" <kpforr@googlemail.com>
> > To: statalist@hsphsun2.harvard.edu
> > 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: klaus.pforr@gesis.org
> > __________________________________
> >
> >
> > -----Ursprüngliche Nachricht-----
> > Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Justina Fischer
> > Gesendet: Donnerstag, 8. November 2012 11:27
> > An: statalist@hsphsun2.harvard.edu
> > 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 <njcoxstata@gmail.com>
> >> An: statalist@hsphsun2.harvard.edu
> >> 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 <JAVFischer@gmx.de>
> >> 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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> 
> -- 
> __________________________________
> 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: klaus.pforr@gesis.org
> __________________________________
> 
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*
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