Thanks Sven. Clear and helpful. Brian On Tue, 6 Feb 2024, 18:26 Sven Schreiber, <sven.schrei...@fu-berlin.de> wrote:
> Am 06.02.2024 um 17:15 schrieb Brian Revell: > > > > Wrt the LSDV fixed effects panel model test result for intercepts. It is > helpful up to a point. However, if equal intercepts are rejected, does one > resort to OLS pooled data with DVs to see which differ as this is normally > a matter of interest. I can see no way from the LSDV option itself to > uncover the panel unit dummies relative to the estimated value of the > constant. > > OK, this is another question. You can save the unit-specific intercepts in > the fixed-effects model window through Save / Group-specific intercepts. > > Typically, though, you would simply run panel FE. It is not normally > needed or wise to try to retain only a subset of the specific intercepts. > (Note that the standard way of estimating does not involve literal LSDV, > but uses the within transformation.) > > cheers > > sven > _______________________________________________ > Gretl-users mailing list -- gretl-users@gretlml.univpm.it > To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >
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