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st: Retrieving coefficients using the xtreg command


From   John de Figueiredo <[email protected]>
To   [email protected]
Subject   st: Retrieving coefficients using the xtreg command
Date   Wed, 04 May 2005 16:04:09 -0400

I'm using Stata8.

I want to run a fixed effects (on firmid) regression using the xtreg command. There are 10000 firms.
I then want to used the fixed effects coefficients as dependent variables in a second regression (see David Card, Alan Krueger, Journal of Political Economy, 1992, for example).

I run the regression:

xtreg expend sales rd advertise, fe i(firmid)

Is there a way to retrieve the fixed effects coefficients for each of the 10000 firms using the xtreg command?

If not, is there a way to use the xi:regress command and force it to omit a particular reference case (firmid==10) in order to get the coefficients?

Is there a different (easier) way to do this?

Thanks
John

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