Re: st: constant term in xtreg, fe

[David Jacobs <jacobs.184@sociology.osu.edu>]

There's a Stata FAQ about this.  My recollection is that the program comes 
up with some kind of weighted average of the coefficients on the case 
specific intercepts.

Dave Jacobs

At 04:59 PM 3/1/2005 -0600, you wrote:

> Dear Statalisters:
>
> I am running panel model, and have something unclear about the output 
> produced by Stata. According to Stata manul, xtreg with fe option is 
> estimated using OLS demeaned equation. WHat I am unclear about is how is 
> the _cons computed, is it first to get fixed effect estimates, then get 
> back to intercept like:
>
> intercept = y_grand-mean -  (x_grand-mean)'B(fix_effect_estimates)? and 
> its standard error therein?
>
> Jun Xu
> Dept. of Sociology
> Indiana University
>
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