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Re: st: RE: Use fixed-effects' coefficients in a second regression
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: RE: Use fixed-effects' coefficients in a second regression
Date
Thu, 20 Jan 2011 12:40:59 -0500
Fabien Bertho:
Also note that the estimated FE will be measured with error and you
may want to weight your second regression appropriately using an
estimate of variance or "shrink" the FE toward some group mean; see
also
findit fese
findit felsdvreg
findit felsdvregdm
On Thu, Jan 20, 2011 at 11:32 AM, Schaffer, Mark E
<[email protected]> wrote:
> Fabien,
>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> Fabien Bertho
>> Sent: 20 January 2011 14:23
>> To: [email protected]
>> 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.
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