Re: st: RE: FE Estimate

[sanjesh kumar <kumarsanjesh2004@yahoo.com>]

thanks Mark

so i have typed predict and got u_i what is next than. how should i get the 
intercept for each unit.



----- Original Message ----
> From: Austin Nichols <austinnichols@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Sent: Fri, December 10, 2010 2:24:54 AM
> Subject: Re: st: RE: FE Estimate
> 
> See also
> -fese-
> etc. on SSC.
> 
> On Thu, Dec 9, 2010 at 9:45 AM,  Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> 
>wrote:
> >  Sanjesh,
> >
> >> -----Original Message-----
> >> From: owner-statalist@hsphsun2.harvard.edu
> >>  [mailto:owner-statalist@hsphsun2.harvard.edu]  On Behalf Of
> >> sanjesh kumar
> >> Sent: Thursday, December 09,  2010 2:33 PM
> >> To: statalist@hsphsun2.harvard.edu
> >>  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.
> 
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