Re: st: questions about Fixed Effect models

[Stata Email <mystataemail@gmail.com>]

Thanks Syed, I actually found this material at the internet and it really helped

Isabel Pereira

On Fri, Feb 25, 2011 at 7:55 PM, Syed Basher <syed.basher@yahoo.com> wrote:
> Hi,
>
> Since you're new to panel data (and therefore FE models), you may find the
> following a very useful read:
> http://dss.princeton.edu/training/Panel101.pdf
>
> Syed Basher
>
>
>
> ----- Original Message ----
> From: Stata Email <mystataemail@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Sent: Fri, February 25, 2011 11:05:28 PM
> Subject: st: questions about Fixed Effect models
>
> 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
>
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