Re: st: AW: Question on xtreg and the FE option

["Justina Fischer" <JAVFischer@gmx.de>]

Hi Andrew

when using xtset you have to specify both observational unit and time dimension at the same time.

E.g. xtset country year

or xtset id timeline


etc.


Best

Justina

-------- Original-Nachricht --------
> Datum: Thu, 08 Nov 2012 10:25:47 +0100
> Von: Klaus Pforr <kpforr@googlemail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: Question on xtreg and the FE option

> <>
> 
> Dear Andrew,
> 
> the "automatic" fixed-effect with fe depends on how specify <xtset> 
> before you use <xtreg>. I presume that either your data are "xtset" as 
> they come or you xtset them like this
> xtset countyid
> 
> If you generate an interaction "countyidXyear", and use <xtset 
> countyidXyear>, you get both fixed effects.
> 
> best
> 
> Klaus
> 
> 
> Am 08.11.2012 09:43, schrieb Dithmer, Jan:
> > Dear Andrew,
> >
> > you should have a look at the help file (help xtreg).
> > There you'll find additional options you may use.
> > The model places (in your case) state fixed effects automatically,
> > but not period dummies.
> >
> > Best, Jan
> >
> > -----Ursprüngliche Nachricht-----
> > Von:owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Andrew Nicholson
> > Gesendet: Thursday, November 08, 2012 3:35 AM
> > An:statalist@hsphsun2.harvard.edu
> > Betreff: st: Question on xtreg and the FE option
> >
> > I have balanced panel data of Kansas Counties for 2001Q1 to 2008Q4.  I
> currently have the following code as an example
> >
> > xtreg Y X1 X2 X3, fe
> >
> > My question is in a few parts:
> > 1) Am I using the fe command fully, is there some further options I
> should be adding aside from just "fe"?
> > 2) If it is just "fe" what fixed effects are placed into the model with
> this command?  Does it automatically have Year and State Fixed Effects with
> just "fe"?
> >
> > Thank you for your time,
> >
> > Andrew Nicholson
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> 
> -- 
> __________________________________
> Klaus Pforr
> GESIS -- Leibniz Institut für Sozialwissenschaft
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