Hi Stata users,
I have a question about the estimator for fixed effects in
the linear model. That is
. xtreg, fe
I have seen in the XT manual ( version 8, p. 207) that this
is estimated by running OLS on:
yit -yi(bar) + y (double bar) = ......
I was wondering if there is an easy way to force Stata to do
the traditional version of this estimator, that is run OLS
on:
yit - yi (bar) = ....
I know that I could transform the data but I will like to
know if Stata can do this automatically.
Thanks,
Alejandro
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