fese implements a fixed-effects regression using areg and saves the estimated fixed effects and their standard errors as new variables on the data. Note that areg produces identical results to {help xtreg} with the fe option except when the cluster-robust VCE is requested, in which case areg uses a different degrees of freedom adjustment, which is more appropriate for the present case. areg is always equivalent to running regress with an exhaustive set of indicator variables for panels.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S456914.
Size: Programming language: Stata Requires: Stata version 9 Date of creation: 19 Feb 2008 Date of revision:
05 Sep 2008 Handle: RePEc:boc:bocode:s456914
Note: This module may be installed from within Stata by typing "ssc install fese". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC