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st: Re: Fixed effects and time dummy variables


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Fixed effects and time dummy variables
Date   Mon, 9 Jun 2003 20:33:52 -0500

----- Original Message ----- 
From: "Liliana Ramirez" <lr480@columbia.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, June 09, 2003 5:17 PM
Subject: st: Fixed effects and time dummy variables


> 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

Just a guess and more questions, but did you -tsset- your data set correctly
with the panel variable first and then the time variable?  How did you
create the time dummies ( -xi- or -tab, gen()- )?  Are you sure your other
variables vary across time and space?

Scott




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