> 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.
This is what is known as effect coding, -xi3- can automate making the
relevant variables for you. see:
http://www.ats.ucla.edu/stat/Stata/faq/xi3.htm
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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