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Missing constant coefficient when fixed effects used?

Open jche713 opened this issue 5 years ago • 3 comments

When fixed effect variables are included in the formula, the constant coefficient is no longer calculated and/or displayed in the regression results. Is there a way to adjust this so that the constant is also estimated?

Thanks

jche713 avatar Feb 05 '20 11:02 jche713

Thanks a lot for your positive feedback on our ongoing project. Maybe you could submit a pull request where the regression output also prints some well defined constant (outside of the fixed effects themselves).

eloualiche avatar Feb 12 '20 15:02 eloualiche

I was curious about this so I decided to do some checking. Stata's reghdfe just averages the fixed effects and sums those values. So, if the fixed effects are saved, then the intercept would be: sum(mean.(skipmissing.(eachol(rr.fe))))

I think adding this is also necessary to solve #134 since to predict values where there is not a fixed effect, Stata uses the intercept.

junder873 avatar Apr 02 '21 21:04 junder873

Sorry

Thanks a lot for your positive feedback on our ongoing project. Maybe you could submit a pull request where the regression output also prints some well defined constant (outside of the fixed effects themselves).

Sorry, how to submit a pull request to make the coefficient of constant show ?

Melodyitian avatar Mar 24 '22 13:03 Melodyitian