#120 bad "fcast" results for fixed effects

closed-fixed
6
2009-09-23
2009-09-23
No

Reported by Patrick R. Galloway: if you estimate a panel model using the
fixed effects estimator then use the "fcast" command, the results are
wrong. The accessor $yhat gives correct fitted values, but "fcast" gets
it wrong by using the overall intercept and omitting the per-group
fixed effects

Discussion

  • Allin Cottrell

    Allin Cottrell - 2009-09-23

    Fixed in CVS and Windows snapshot.

     
  • Allin Cottrell

    Allin Cottrell - 2009-09-23
    • status: open --> closed-fixed
     

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