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st: RE: weighted least squares with fixed effects
Maarten,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Allers
> Sent: 16 May 2006 12:49
> To: [email protected]
> Subject: st: weighted least squares with fixed effects
>
> Dear Stata users,
>
> The -areg- command can estimate a fixed effects model with weights,
> e.g.: areg depvar indepvars [fweight=population], absorb(countycode).
> However, when I do this, I get standard errors that are way
> too low, because Stata artificially increases the sample size
> with the weight variable (here: population). Adding -robust-
> is no solution. Does anyone have a solution?
-xtivreg2- supports fixed effects, weights, and no instrumenting, which
I think is what you are looking for.
Cheers,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
> Regards,
>
> Maarten
>
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