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st: Fixed effects and time dummy variables


From   Liliana Ramirez <lr480@columbia.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed effects and time dummy variables
Date   Mon, 9 Jun 2003 18:17:43 -0400 (EDT)

Dear statalist,

I am trying to perform regressions using xtreg command and fe.
But when I am trying to control for time effects using dummy variables
stata drops them inmediately. I have the same problem when controlling for
geography.

my regression looks like the following:

xtreg loggdpp disteq openk ki kg unempl yr_1970 yr1980, fe

Thanks for your help.

Liliana
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