--- Lloyd Dumont <[email protected]> wrote:
> I have been running xtreg on longitudinal data that
> contains a small number of clusters relative to time
> periods. I thought that if I ran an FE model with a
> few time-varying predictors, it might be useful for
> me to eyeball each cluster's FE. In fact--even
> better--I would love to run xtreg, fe in a way that
> lets me get rid of the (shared) constant, keep all
> (rather than all minus one) of the FEs, and actually
> display the fixed-effects in the output.
This functionality already exist, but only as part of
-predict-. I think that that is the right place for it,
this way it is useful for both people with a small
number of clusters and for people with a large number of
clusters. Displaying a table of fixed effects is not
nice in the latter case, but you might want to look at
a graph. See -help xtreg postestimation- and the example
below (sorry, I could not resist some self-promotion and
used my -hangroot- package downloadable from -ssc- near
the bottom of that example)
*------------------- begin example ----------------------
webuse nlswork, clear
generate age2 = age^2
generate ttl_exp2 = ttl_exp^2
generate tenure2 = tenure^2
generate byte black = race==2
xtreg ln_w grade age* ttl_exp* tenure* ///
black not_smsa south union, i(idcode) fe
predict u, u
bys idcode (u) : gen first = _n == 1
list idcode u if first
hangroot u if first, dist(Gaussian)
*--------------- end example -----------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
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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