Sabre manual

FEFIT list of variables

where list of variables is a set of time-varying covariates.

The FEFIT command fits a fixed effects model, taking as explanatory variables the list of variables specified as the argument to the command.

This fixed effects model uses implicit dummy variables, with a dummy variable included for each unique value of the CASE variable. The parameter estimates for these dummy variables are omitted from the DISPLAY ESTIMATES output, but may be found at the end of the file created via the TRACE command.

Note that time-constant covariates (including the constant itself) should not be included in the model as they cannot be estimated and will be ALIASED[E] out of the model.

Sabre manual

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