st: RE: Use fixed-effects' coefficients in a second regression

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Fabien,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Fabien Bertho
> Sent: 20 January 2011 14:23
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Use fixed-effects' coefficients in a second regression
> 
> Hi,
> 
> I would like to run an estimation in two steps. The first 
> step consists in running a regression with control variables 
> and country fixed effects. Then, I would like to convert 
> fixed-effects’ coefficients in variables in order to 
> use them as dependent variables in a second regression.

You can get them with -predict- and the -u- option.

Cheers,
Mark

> 
> I think it is possible with the command “statsby” 
> but I cannot find how. Could you help me please?
> 
> Tank you.
> 
> Best Regards,
> 
> Fabien
> 
> 
> --------------------------------------------------------------
> ------------
> Tous les courriers électroniques émis depuis la messagerie de 
> Sciences Po doivent respecter des conditions d'usages.
> Pour les consulter rendez-vous sur
> http://www.ressources-numeriques.sciences-po.fr/confidentialit
> e_courriel.htm
> 
> *
> *   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/
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/