Re: [Gretl-users] Panel data models with fixed effects...
On Fri, 19 Sep 2008, Mariusz Doszyń wrote:
In Gretl 1.7.7 while estimating models for panel data with fixed
effects there is a constant (common for all objects) and (not
directly visible) individual effects. As I remember in previous
versions constant didn't apear.
You're right. We decided to move in line with stata and some
other programs, and report the average constant in fixed-effects
models. This was a few releases back.
To estimate individual effects shoud I sum up (common) constant
and individual effects?
No, the values returned by $ahat (or "Save/Per-unit intercepts" in
the GUI model window) are the estimates of the intercept for each
unit or group, nothing should be added to them.
Allin Cottrell