English, Article edition: FESE: Stata module to calculate standard errors for fixed effects Austin Nichols

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Bookmark: http://trove.nla.gov.au/version/102550
Physical Description
  • code
Language
  • English

Edition details

Title
  • FESE: Stata module to calculate standard errors for fixed effects
Author
  • Austin Nichols
Physical Description
  • code
Notes
  • 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.
  • fixed effects, standard errors, LSDV, cluster, xtreg, areg, and vce
  • RePEc:boc:bocode:s456914
Language
  • English
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