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st: RE: Interpretation of dummy variables in fixed-effects regression
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"Herrnstadt, Evan" <[email protected]> |
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To |
<[email protected]> |
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Subject |
st: RE: Interpretation of dummy variables in fixed-effects regression |
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Date |
Thu, 6 Dec 2007 15:47:25 -0500 |
Thanks so much for your quick answer, Maarten.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: Thursday, December 06, 2007 12:41 PM
To: stata list
Subject: st: Interpretation of dummy variables in fixed-effects
regression
> 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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