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- Tue Feb 01, 2011 2:27 pm
- Forum: Estimation
- Topic: fixed effect standard errors
- Replies: 3
- Views: 2916
fixed effect standard errors
Hi, I did a simple un-balanced panel regression including a constant and cross-section fixed effect as regressors. I can recover the fixed effects (up to a constant of course) by viewing them. How can I recover the standard errors for the fixed effects. The covariance matrix only includes the standa...