Dear everyone,
I regressed this LSDV model in Stata
regress delta_yield delta_BA i.BondID, vce(cluster BondID), usually one is not interested in the individual dummy estimates but those are important for my further research.
I also conducted the FE regression with xtreg delta_yield delta_BA, fe vce(cluster BondID) and performed afterwards predict fe_effects, u to get postestimation of the individual fixed effects estimates per individual. Although both are giving me different estimates and I am unsure what approach to use and what exactly the predict command in Stata performs. Any help is highly appreciated!
I regressed this LSDV model in Stata
regress delta_yield delta_BA i.BondID, vce(cluster BondID), usually one is not interested in the individual dummy estimates but those are important for my further research.
I also conducted the FE regression with xtreg delta_yield delta_BA, fe vce(cluster BondID) and performed afterwards predict fe_effects, u to get postestimation of the individual fixed effects estimates per individual. Although both are giving me different estimates and I am unsure what approach to use and what exactly the predict command in Stata performs. Any help is highly appreciated!