FESE: Stata module to calculate standard errors for fixed effects

Austin Nichols

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9
Keywords: fixed effects; standard errors; LSDV; cluster; xtreg; areg; and vce (search for similar items in EconPapers)
Date: 2008-02-19, Revised 2008-09-05
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fese.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fese.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456914

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