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st: RE: why is stata dropping more dummies than necessary


From   "Apostolos Ballas" <aballas@aueb.gr>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: why is stata dropping more dummies than necessary
Date   Thu, 21 Oct 2004 06:53:11 +0300

Most probably because the extra time variable is highly correlated
(collinear) with another one of your regressors.

Apostolos 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Indradeep Ghosh
Sent: Thursday, October 21, 2004 4:53 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: why is stata dropping more dummies than necessary

hi all,
i am running fixed effects panel regressions (country by year by variable),
but i am using time and country dummies for time and country fixed effects,
plus a constant, instead of the xtreg command. i have 11 years and 30
countries - i find that stata drops 1 country dummy but two time dummies - i
would have expected stata to drop only 1 time dummy. why is stata dropping
2? am i missing something obvious? this is not a matsize issue, since i set
a large enough matsize for all my regressions. any help/suggestion will be
greatly appreciated. many thanks.
deep


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