2008/3/15, Allin Cottrell <cottrell@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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