Hello all,
I am running a simple fixed effects regression manually using dummy
variables in OLS with clustered standard errors. I need to figure out a
way to find a sort of "global average" constant term. That is, I have:
Y = bX + a2D2 + a3D3 + a4D4 + a5D5 (omitting dummy var #1)
stata code is:
reg y x dum2 dum3 dum4 dum5, cluster(year).
I know how to add the dummies to get each individual intercept, but I
want some way to find an intercept net of any dummy effects (including
the omitted dum1), along with proper standard errors. Is this possible?
Thanks,
Evan Herrnstadt
Research Assistant
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