IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s456914.html
 

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
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456914. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/debocus.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.