Fixed Effects: how to report in a table

[Rens Eggink]

Hi all,

I would like to ask a question, please, about how to report a fixed effects regression in a table.

Should I, for a fixed effects regression, report the same parameters as for a normal regression, or should I also report the sigma_u, sigma_e and rho values indicated by Stata?

Context: I want to compare FE and OLS in one table. Therefore not reporting these additional parameters that the FE regression gives would be optimal for comparison reasons, but I am not sure if that is allowed.

Thank you very much for your reply in advance, it is appreciated!

Best regards,

Rens

[Rens Eggink]

If someone has an example of how fixed effects is usually displayed in a table (in a research paper context), that would be perfect.

Thank you very much!

[Rens Eggink]

If someone has an example of how fixed effects are usually displayed in a table (in a research paper context), that would be perfect.

Thank you very much!

[Carlo Lazzaro]

Rens:
you can exploit the wonderful capabilities of the new -table. suite that comes with Stata 17:

use "https://www.stata-press.com/data/r17/nlswork.dta"

. xtreg ln_wage c.age##c.age i.year, fe vce(cluster idcode)

Fixed-effects (within) regression               Number of obs     =     28,510
Group variable: idcode                          Number of groups  =      4,710

R-squared:                                      Obs per group:
     Within  = 0.1162                                         min =          1
     Between = 0.1078                                         avg =        6.1
     Overall = 0.0932                                         max =         15

                                                F(16,4709)        =      79.11
corr(u_i, Xb) = 0.0613                          Prob > F          =     0.0000

                             (Std. err. adjusted for 4,710 clusters in idcode)
------------------------------------------------------------------------------
             |               Robust
     ln_wage | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
         age |   .0728746    .013687     5.32   0.000     .0460416    .0997075
             |
 c.age#c.age |  -.0010113   .0001076    -9.40   0.000    -.0012224   -.0008003
             |
        year |
         69  |   .0647054   .0155249     4.17   0.000     .0342693    .0951415
         70  |   .0284423   .0264639     1.07   0.283    -.0234395     .080324
         71  |   .0579959   .0384111     1.51   0.131    -.0173078    .1332996
         72  |   .0510671   .0502675     1.02   0.310    -.0474808     .149615
         73  |   .0424104   .0624924     0.68   0.497    -.0801038    .1649247
         75  |   .0151376    .086228     0.18   0.861    -.1539096    .1841848
         77  |   .0340933   .1106841     0.31   0.758    -.1828994     .251086
         78  |   .0537334   .1232232     0.44   0.663    -.1878417    .2953084
         80  |   .0369475   .1473725     0.25   0.802    -.2519716    .3258667
         82  |   .0391687   .1715621     0.23   0.819    -.2971733    .3755108
         83  |    .058766   .1836086     0.32   0.749    -.3011928    .4187249
         85  |   .1042758   .2080199     0.50   0.616    -.3035406    .5120922
         87  |   .1242272   .2327328     0.53   0.594    -.3320379    .5804922
         88  |   .1904977   .2486083     0.77   0.444    -.2968909    .6778863
             |
       _cons |   .3937532   .2469015     1.59   0.111    -.0902893    .8777957
-------------+----------------------------------------------------------------
     sigma_u |  .40275174
     sigma_e |  .30127563
         rho |  .64120306   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. estimate store xtreg_fixed_effect

. etable, estimates(xtreg_fixed_effect) mstat(N) mstat(F) mstat(r2_w) mstat(r2_b) mstat(r2_o) mstat(r2) mstat(r2_a) mstat(sigma_u)
mstat(sigma_e) mstat(rho) mstat(p) showstars showstarsnote title("Table 1 Outcome table for -xtreg,fe-")

Table 1 Outcome table for -xtreg,fe-
----------------------------------------------------
                                            ln_wage
----------------------------------------------------
Age in current year                         0.073 **
                                          (0.014)  
Age in current year # Age in current year  -0.001 **
                                          (0.000)  
Interview year                                     
  69                                        0.065 **
                                          (0.016)  
  70                                        0.028  
                                          (0.026)  
  71                                        0.058  
                                          (0.038)  
  72                                        0.051  
                                          (0.050)  
  73                                        0.042  
                                          (0.062)  
  75                                        0.015  
                                          (0.086)  
  77                                        0.034  
                                          (0.111)  
  78                                        0.054  
                                          (0.123)  
  80                                        0.037  
                                          (0.147)  
  82                                        0.039  
                                          (0.172)  
  83                                        0.059  
                                          (0.184)  
  85                                        0.104  
                                          (0.208)  
  87                                        0.124  
                                          (0.233)  
  88                                        0.190  
                                          (0.249)  
Intercept                                   0.394  
                                          (0.247)  
Number of observations                      28510  
F statistic                                 79.11  
R-squared for within model                   0.12  
R-squared for between model                  0.11  
R-squared for overall model                  0.09  
R-squared                                    0.12  
Adjusted R-squared                           0.12  
Panel-level standard deviation               0.40  
Standard deviation of ε_it                   0.30  
ρ                                            0.64  
Model test p-value                           0.00  
----------------------------------------------------
** p<.01, * p<.05