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From | Stata Email <mystataemail@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: questions about Fixed Effect models |
Date | Fri, 25 Feb 2011 17:05:28 -0300 |
Dear Statalist members I am new in panel data and I am working with fixed effect models. I would like to confirm if I am doing the right thing When working with panel data, the data set is such that we have information about individuals i and we observe these individuals through different time periods t. My questions are 1) Which part of the Stata output shows me that the fixed effect is important? 2) What does it mean exactly R-sq within? R-sq between? 3) If I run a fixed effect model, the sigma-u is the std dev of the residuals inside (within) each group of individuals i. So a higher number means that I have more variability inside each group? 4) sigma-e show the std dev of the residuals after excluding the variability inside each group i? If that is true, a higher number means that I have a big variability among groups i and therefore the fixed effect is important? Now let me explain what kind of data set I have. I have a data set with the proficiency level of students, followed for 5 years. But I know who is the teacher for every student in all 5 years. I want to calculate a teacher fixed effect (and I control for the proficiency level from the previous year instead of having a student fixed effect). My other questions are 5) My individuals i here are the teachers and, instead of having a time t, I have students s with the same teacher 6) All within statistic will refer the the differences among students with the same teacher? I really appreciate any comment Isabel * * 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/