Stata: Data Analysis and Statistical Software

Hi Fabien,

if not already suggested, you miht consider the estimator developed by Pluemper and Troeger.

For more info, see here:

http://www.polsci.org/pluemper/ssc.html

Best
Justina

[email protected] schrieb: -----

An: [email protected]
Von: Austin Nichols <[email protected]>
Gesendet von: [email protected]
Datum: 20.01.2011 06:40PM
Thema: Re: st: RE: Use fixed-effects' coefficients in a second regression

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&#8217; 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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