Code:
sysuse auto split make encode make1, g(id) xtset id xtreg price displacement, fe
Why are singleton firm observations not dropped out of the estimate?
In this example, there is only one observation for BMW, Fiat, Mazda, Peugeot, Renault, Subaru, and Volvo. I would expect that a within-firm estimator would not use singeltons. Can we use this regression to say that the relationship between displacement and price is positive within firm?
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