Storing standard errors of fixed effects in xtreg

[Simon Bensnes]

Hi all,

I tried searching for answers in the archives, but could not find anything.

I am running a FE model where I am interested in the fixed effects themselves. As such I want to store both the fixed effects and their standard errors. I know that I can store the FE's by using the predict command, but I am at a loss when it comes to the standard errors of these.

Any guiding would be much appreciated.

Best

[Andrew Musau]

LSDV will give you the standard errors. See this old Statalist thread

http://www.stata.com/statalist/archi.../msg00027.html

[Simon Bensnes]

Thank you very much. That worked excellent!