Re: st: RE: FE Estimate

[Muyang Zhang <zmyfudan@gmail.com>]

how to get the standard errors of fixed effects u_i?

On Thu, Dec 9, 2010 at 11:25 AM, sanjesh kumar
<kumarsanjesh2004@yahoo.com> wrote:
>
> thanks austin for your help. i got the result
>
>
>
> ----- 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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> >
>
>
>
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--
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.

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