See also
ssc install fese
help fese
and note that many downstream uses of FE are econometrically
illegitimate, but you may want to use standard errors as aweights
where appropriate.
On Wed, Apr 23, 2008 at 4:59 AM, Johannes Geyer <[email protected]> wrote:
> I think you can simply use -predict-:
>
> **
> xtreg y x1 x2, fe
> predict indiv_fe, u
> **
>
> have a look at predict options after xtreg
>
> Johannes
>
>
> [email protected] schrieb am 23/04/2008 10:24:13:
>
>
> > Hi,
> >
> > I have a question on how to retrieve estimated results when running a
> > fixed effect model.
> >
> > I have a panel data set containing micro data and estimate fixed effect
> > model. Then in the second stage of my estimations I need to use
> > estimated fixed effects, so I need to extract them from the results I
> > obtained. There is a possibility to save the set of results under a
> > certain name using "estimates store". How do I then retrieve the fixed
> > effects I need from this set?
> >
> > Thank you in advance for any suggestions and comments.
> >
> > Zuzana
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