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Re: st: RE: FE Estimate
From
Muyang Zhang <[email protected]>
To
[email protected]
Subject
Re: st: RE: FE Estimate
Date
Thu, 9 Dec 2010 12:20:51 -0500
how to get the standard errors of fixed effects u_i?
On Thu, Dec 9, 2010 at 11:25 AM, sanjesh kumar
<[email protected]> wrote:
>
> thanks austin for your help. i got the result
>
>
>
> ----- Original Message ----
> > From: Austin Nichols <[email protected]>
> > To: [email protected]
> > 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 <[email protected]>
> >wrote:
> > > 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.
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/