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Re: st: xi:reg command dropping numerous dummies


From   "Hans J. Baumgartner" <hbaumgartner@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xi:reg command dropping numerous dummies
Date   Wed, 16 Mar 2005 09:42:41 +0100

Hi Robert,

time invariant variables cannot be estimated by a fixed effect model. But you seem to estimated a pooled model, i.e. an OLS. In that case I guess that some values of _code_, i.e. those who are dropped, are colinear with either var1 or var2. If this is the case, you could combine some categories of _code_.

Best wishes
Hans

Robert Gaskell schrieb:


Statalist,

I am using the xi:reg to simulate a fixed-effects (xtreg, fe)
regression, so that I am able to use importance weights, in the form:

xi: reg var1 var2 var3 i.code [iweight=var4]

However, I am finding that many of dummies (a little under half) are
being dropped by Stata.  This doesn't impact upon the results that I
am interested in (the coefficients of var2/var3), but I would be
interested to know why this is happening and how it could potentially
be fixed.

Many thanks,

Robert Gaskell
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--
Hans J. Baumgartner DIW Berlin
German Institute for Economic Research
Dept. Public Economics
Königin-Luise-Str. 5; 14195 Berlin; Germany
Tel.: +49/30/89789-307
Fax.: +49/30/89789-114
http://www.diw.de
http://www.hansbaumgartner.de


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