Hi,
Is there a simple way to save a series of the period fixed effects estimated in a pooled regression?
I'm currently looping over the period fixed effects coefficients and saving them as separate series. However, this gets a bit messy when estimating multiple regressions, each with a different number of explanatory variables (E.g. depending on the number of explanatory variables in the regression, the first time period dummy might be c(9), c(12), etc).
I also tried using the @effects command, though this seems to save the crosssection and period fixed effects in the same vector.
Cheers,
Trent
Saving period effects from pool regression
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Re: Saving period effects from pool regression
Unfortunately @effects is the only way to do it. If you have both cross and period effects, you'll have to lop off the first X elements of the vector, where X is the number of crosssections you have.
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Re: Saving period effects from pool regression
Thanks. I found an ad hoc solution that works for what I am doing. If I estimate the crosssection fixed effects as crosssection specific intercepts (rather than using cx=f as an estimation option), then @effects only retrieves the period fixed effects. E.g.
pool pool1 nsw vic qld wa sa
pool1.ls(per=f) y_? x1_? x2_? @cxreg c
vector v1 = pool1.@effects
pool pool1 nsw vic qld wa sa
pool1.ls(per=f) y_? x1_? x2_? @cxreg c
vector v1 = pool1.@effects
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