----- Original Message -----
From: Sunil W <[email protected]>
Date: Thursday, December 2, 2004 9:45 am
Subject: st: Constant term in fixed effect regression (xtreg,fe)
> Thanks to Nick and Scott for replying to my earlier
> post. I have a couple of more questions regarding the
> fixed effects model:
>
> One, how do I interpret the constant term in the
> output when I run the xtreg, fe command. I understand
> that the fixed effects model should give me a separate
> constant terms for every group, but I get only a
> single constant. Is that an average of all the group
> specific constants?
See the FAQ ""How can there be an intercept in the fixed-effects model estimated
by xtreg, fe?" at http://www.stata.com/support/faqs/stat/xtreg2.html
Scott
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