gretl / Bugs / #180 Panel data: fixed effects model

#180 Panel data: fixed effects model

Milestone: v1.0_(example)

Status: closed-works-for-me

Owner: Allin Cottrell

Labels: None

Priority: 5

Updated: 2013-10-01

Created: 2013-10-01

Creator: econometrics

Private: No

Hello,

It seems to me that in this model there is no constant since the variables are centered.

Sincerely,

A.

Discussion

Allin Cottrell - 2013-10-01

Gretl computes an intercept in the fixed-effects model in the same way
as Stata. See
http://www.stata.com/support/faqs/statistics/intercept-in-fixed-effects-model/
and for a little script example to illustrate the method see
http://lists.wfu.edu/pipermail/gretl-devel/2013-May/004459.html

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Allin Cottrell - 2013-10-01

status: open --> closed-works-for-me

assigned_to: Allin Cottrell
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