Hello Statalist,
I am running a panel data fixed effect regression. The N=620, t=10. Given the autocorrelation in error term and smaller t, I decided to use xtregar. In addition, I also want to know individual unit effect, can I create dummy variables for individual unit and include them into the model, just like how least square dummy variable model works in fixed effect model?
Thank you very much.
Related Posts with Individual unit effect in xtregar
Customize the width of columns in tables using putdocxHi all, I'm having difficulty determining if and how putdocx can create a table with explicitly set…
How can I keep a large a number of variables in STATAHello, I would like to do the OLS after variables selection by LASSO. Lasso selected about 70 varia…
to convert data into unique observationArray Hello, i am new to stata and i'm working on unbalanced panel. i have uploaded image of data.…
xtabond2: change in results when dropping the first two periodsHi everyone, I am using xtabond2 to run difference and system GMM regressions. I'm working in Stata…
How can I export different tables to excel using different sheets?Hi, I'm having a hard time trying to export three different tabstats to three different excel sheets…
Subscribe to:
Post Comments (Atom)
0 Response to Individual unit effect in xtregar
Post a Comment