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st: Problem with Panel Unit specific intercepts
From
"Mayson Brian" <[email protected]>
To
[email protected]
Subject
st: Problem with Panel Unit specific intercepts
Date
Fri, 20 Apr 2012 05:11:28 -0400
Dear All,
I have been estimating the panel data model
yit=xit`b+uit+eit
My data consists of 14 panel units and 29 time periods.
After the estimation, when I see the residuals the sum of the residuals is zero only when the fitted value is taken with the effect
i.e., using the post estimation command: predict xb, xbu, which includes the within group effects.
I can see also that each unit has different value for ui, and hence each panel unit has its own unit specific intercept.
My question is that is there a method to tell stata estimate average intercept for the panel units not just unit specific intercepts.
Even the unit specific intercepts are not straight forward, I can only see that after predicting the ui that each panel unit has to have a
different intercept.
Any suggestion to deal with this problem.
Many thanks for your help
Mayson
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