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]

From |
jean-luc morin-chesnel <jeanluc.morinchesnel@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: constant in -xtreg (yes, again!) |

Date |
Wed, 4 Dec 2013 22:16:22 +0100 |

of course! many thanks for your great answer Scott!! Best, JL On 4 December 2013 19:29, Scott Merryman <scott.merryman@gmail.com> wrote: > Yes. > > Here is an attempt: > > Regression with dummies: > y_it = a_i + x_it*b + e > a_i = y_it - x_it*b + e > Calculate the average > Sum_t Sum_i a_i/(T_i*n) = Sum_t Sum_i y_it/(T_i*n) - Sum_t Sum_i > x_it/(T_i*n) + Sum_t Sum_i e/(T_i*n) > T_i* a_i/(T_i*n) = y2bar - x2bar > xtreg,fe: > (y_it - ybar_i - y2bar) = a + (x_it - xbar_i + x2bar)*b + e > a = (y_it - ybar_i - y2bar)- (x_it - xbar_i + x2bar)*b - e > Sum_t Sum_i a = Sum_t Sum_i [(y_it - ybar_i - y2bar)- (x_it - xbar_i + > x2bar)*b - e] > Since > Sum_t Sum_i y_it = y2bar > Sum_t Sum_i ybar_i = y2bar > Simplifies > a*T*n = y2bar*T*n - x2bar*T*n > a = y2bar - x2bar = Sum_t Sum_i a_i/(T_i*n) > > > > On Wed, Dec 4, 2013 at 1:07 AM, jean-luc morin-chesnel > <jeanluc.morinchesnel@gmail.com> wrote: >> Oh Scott thank you very much! >> Of course, it is the weighted average! ;-) >> >> So I am right to say that the proof that the constant is equal to the >> average fixed effects is not shown in the faq?! >> >> Many thanks again >> > * > * 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/

**References**:**st: constant in -xtreg (yes, again!)***From:*jean-luc morin-chesnel <jeanluc.morinchesnel@gmail.com>

**Re: st: constant in -xtreg (yes, again!)***From:*Scott Merryman <scott.merryman@gmail.com>

**Re: st: constant in -xtreg (yes, again!)***From:*jean-luc morin-chesnel <jeanluc.morinchesnel@gmail.com>

**Re: st: constant in -xtreg (yes, again!)***From:*Scott Merryman <scott.merryman@gmail.com>

- Prev by Date:
**Re: st: describe using (problem with abbrev )** - Next by Date:
**Re: st: describe using (problem with abbrev )** - Previous by thread:
**Re: st: constant in -xtreg (yes, again!)** - Next by thread:
**st: Generating a value depending on filename** - Index(es):