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From |
Chris <[email protected]> |

To |
statalist <[email protected]> |

Subject |
st: Standard deviations from OLS fixed effects regressions |

Date |
Thu, 6 Jun 2013 11:42:12 +0200 |

Dear Statalist, I want to calculate summary statistics for two groups after controlling for heterogeneity via fixed effects. Groups are denoted by dummy D=1 and D=0. To do this, I run xtreg depvar D, fe Now the mean (after controlling for fixed effects) is just _cons (for D=0) and _cons+_b[D] (for D=1). Clearly, standard errors are reported, but I have no idea how to get the SD for each of the two group means. (Just multiplying the SE of the constant with the number of observations from the D=0 group doesn't give the right answer; I checked without FE, i.e., reg). Using predict, one can obtain the mean by averaging predictions over all observations of the group, but I can hardly use predict se, stdp and average standard errors of individual predictions. But how else am I going to get those SDs? Any help is very much appreciated. (I posted this question also here with a more detailled description, but I believe they are mostly using R: http://stats.stackexchange.com/questions/60991/retrieving-standard-deviations-from-ols-estimates) * * 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/

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