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st: Re: (fixed effect) sigma_u & s.d. of u
< >
I have not done the calculation but it is a.s. an issue of degrees of
freedom. When you calculate sqrt(Var(e)) you have a divisor of N-1, or
199. But the residuals from a regression do not have (N-1) d.f.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Sep 6, 2008, at 02:33 ,Man wrote:
The result is
Variable | Obs Mean Std. Dev. Min Max
- -------------
+--------------------------------------------------------
e | 200 -3.27e-08 51.28882 -184.0086 250.7097
while sigma_e = 52.767964
Could I think 51.28882 approximately equals 52.767964?
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