Dear all:

Hope you are doing well and healthy. I am writing to ask a quick question about the fixed effect regressions in Stata.

I notice that none of the fixed-effect commands in Stata (areg, xtreg, reghdfe) could suppress the constant term. However, the constant term is quite annoying if my key interest is the fixed effect estimates because it could mess up the fixed effect estimates.

I am wondering if anyone knows any smart way to get rid of the constant term or recover the true fixed-effects estimates?

My hunch is:
Code:
xtreg y x, fe
predict fe_wrong, u
gen fe_right = fe_wrong + _b[_cons]
But I am not 100% sure.

If it is the case, how could we recover the true two-way fixed effects from constant?

Thank you, and I look forward to hearing from you!

Best,
Long