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Re: st: Sum of fixed effect restricted to be zero
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Sum of fixed effect restricted to be zero
Date
Mon, 22 Nov 2010 13:20:17 +0000 (GMT)
--- On Mon, 22/11/10, [email protected] wrote:
> 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?
I think that is what -xtreg- does, since it reports a constant
that is representative for the average group.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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