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st: RE: FE Estimate
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: FE Estimate
Date
Thu, 9 Dec 2010 14:45:31 -0000
Sanjesh,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> sanjesh kumar
> Sent: Thursday, December 09, 2010 2:33 PM
> To: [email protected]
> Subject: st: FE Estimate
>
> Hello statalisters
>
> i have a question regarding estimation with Fixed Effects
> (FE) Model. as in the
> FE, intercepts are different for different cross-section
> units however Stata
> prints intercept for the first country only.
That's not true - the intercept is a kind of average intercept across
all units. Have a look at the manual entry for -xtreg-.
> is there a way
> or command which i
> can use to get the intercept for each cross-sectional unit with FE.
Yes - use the -predict- command after estimation. You probably want the
-u- option, which gives you the fixed effect u_i. These have mean zero,
so if you add the estimated constant you should have your intercepts.
Cheers,
Mark
>
> i have tried the following which is an example
>
> xi:xtreg y x1 x2 i.country, fe
>
> however i get a note that independent-variables are collinear
> with the panel
> variable id
>
> looking forward for your help
>
> sanjesh
>
>
>
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