Missing constant coefficient when fixed effects used?
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
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).
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.
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 ?