[Gretl-users] Const in fixed-effects panel model

[Allin Cottrell]

On Sat, 15 Mar 2008, Fabio Yoshio Suguri Motoki wrote:

> Why gretl does not display the const term in the fixed-effects 
> panel model? The random effects and the pooled OLS models do 
> display const. Is there a way to show the estimated constant?

The constant differs across the cross-sectional units; there are 
as many constants as units/groups/individuals (which may be 
hundreds or thousands).

You can obtain a series that contains the constants, after fixed 
effects estimation, by doing, e.g.,

genr constants = $ahat

(I notice that this isn't mentioned in the command help for 
"panel" -- it should be.  But it is mentioned in the chapter of 
the User's Guide on panel estimation.)

Allin Cottrell