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


From   "JVerkuilen (Gmail)" <[email protected]>
To   [email protected]
Subject   Re: st: AW: Question on xtreg and the FE option
Date   Fri, 9 Nov 2012 00:10:20 -0500

On Thu, Nov 8, 2012 at 5:07 PM, Justina Fischer <[email protected]> wrote:
> 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

Not that I recall, though it's possible that was so with previous
versions of the program. You can iis() alone and run -xtreg- with fe.
I just tried it. Certainly true that fixed effects implies that all
within-cluster covariates drop out (unlike random effects) but it can
be run. It corresponds to using deviations from the cluster mean.
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