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st: Sum of fixed effect restricted to be zero
From
<[email protected]>
To
<[email protected]>
Subject
st: Sum of fixed effect restricted to be zero
Date
Mon, 22 Nov 2010 13:03:11 -0000
Dear Statalisters,
I would like to apply the model of Ethan Ligon and Laura Schechter (The Economic Journal, March 2003) to estimate the vulnerability index on a panel data of farmers.
I need to estimate a fixed effect model where the sum of the individual effects sum to zero.
y[it]= a[i] + t[t]+ b[t]X[it] + u[it]
such that the sum of a[i]=0
Do you know how I could do this?
Best regards,
Xavier
Xavier Vollenweider
PhD candidate & Walsh fellow
London School of Economics
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