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

[Fabio Yoshio Suguri Motoki]

Hey Allin, thanks a lot for the quick response. Now the explanation on my
book (Gujarati's Basic Econometrics) makes more sense. Thanks again.

   Fabio

2008/3/15, Allin Cottrell <cottrell at wfu.edu>:
>
> 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
>
>
>
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