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st: Simple Question about Fixed Effects


From   Bob Rijkers <bob.rijkers@pembroke.oxford.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Simple Question about Fixed Effects
Date   Sun, 13 Mar 2005 16:51:01 +0000 (GMT)

Hi,

I am using a fixed effects model to analyze the impact of training on industrial productivity. When I include both training and a lagged value of training, however, Stata refuses to execute fixed effects regression. Why should this be the case?
Clearly, including lags of explanatory variables induces autocorrelation amonths the explanatory variables, but why is this problematic?

Yours,

Bob Rijkers
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