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FESE: Stata module to calculate standard errors for fixed effects

Author

Listed:
  • Austin Nichols

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Austin Nichols, 2008. "FESE: Stata module to calculate standard errors for fixed effects," Statistical Software Components S456914, Boston College Department of Economics, revised 05 Sep 2008.
    • Handle: RePEc:boc:bocode:s456914
    Note: This module should be installed from within Stata by typing "ssc install fese". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/f/fese.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fese.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Leigh, Andrew, 2010. "Estimating teacher effectiveness from two-year changes in students' test scores," Economics of Education Review, Elsevier, vol. 29(3), pages 480-488, June.
    2. Sacarny, Adam, 2018. "Adoption and learning across hospitals: The case of a revenue-generating practice," Journal of Health Economics, Elsevier, vol. 60(C), pages 142-164.
    3. Federico Etro & Silvia Marchesi & Laura Pagani, 2015. "The Labor Market In The Art Sector Of Baroque Rome," Economic Inquiry, Western Economic Association International, vol. 53(1), pages 365-387, January.

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