EconPapers    
Economics at your fingertips  
 

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 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.
References: Add references at CitEc
Citations: View citations in EconPapers (3)

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)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum (baum@bc.edu).

 
Page updated 2025-01-21
Handle: RePEc:boc:bocode:s456914