xtreg output for fixed effect

[Constantin Alba]

Dear statalist members,

Hope you can help me with this one:

1. how I interpret the output of xtreg for the fixed effects model? specifically what are sigma_u, sigma_e and rho reported at the end of the output screen?

2. in general, where could i find description of output for a particular command? I usually just lookup using google, but in many cases nothing comes up

thank you in advance

[Jorrit Gosens]

This guide gives good explanation of panel data analysis in Stata: https://www.princeton.edu/~otorres/Panel101.pdf
See p19 for your question specifically.

And as for the second question, I either google 'Stata command name' to find the Stata documentation, which usually has examples, or 'Stata command interpretation of results' for some online tutorials. Bit of a difficult question to answer in a more generic way Im afraid.

[Constantin Alba]

thanks! I actually had this presentation and forgot it has the output explained. any idea where i can get similar explanations in general?

This guide gives good explanation of panel data analysis in Stata: https://www.princeton.edu/~otorres/Panel101.pdf
See p19 for your question specifically.

And as for the second question, I either google 'Stata command name' to find the Stata documentation, which usually has examples, or 'Stata command interpretation of results' for some online tutorials. Bit of a difficult question to answer in a more generic way Im afraid.

[Carlo Lazzaro]

Constantine:
You may want to take a look at Stats bookstore and search for panel data analysis textbooks.
That said, I share Jorrit's take that Stats .PDF manual is a very good place to start.

[Constantin Alba]

Thanks Carlo,

My question was in general about all commands and analyses, not only panel data. Of course, I always first check the manual and while it usually has good examples, i don't recall seeing there output annotation. Something like in the PPT that Jorrit provided link to:

Constantine:
You may want to take a look at Stats bookstore and search for panel data analysis textbooks.
That said, I share Jorrit's take that Stats .PDF manual is a very good place to start.

[Carlo Lazzaro]

Constantin:
Hamilton's very valuable textbook (quoted in the slide you provided) has the undisputed advantage of gathering together pieces of information that come from different sources concerning Stata commands.
However, -xtreg- entry in Stata .pdf contains most of that stuff.