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st: Weighted Least Squares and Dummies

From   Javier Bacarreza <>
Subject   st: Weighted Least Squares and Dummies
Date   Sun, 17 Apr 2005 08:27:17 -0700 (PDT)

Hi to all,

I would like to ask a question that I had before but I
couldnt solve. The problem I have is the following: Im
aplliying shif-share method in a regression of data
panel. My dependent variable is the growth in
employment and I have as independent variables dummies
for industries, dummies for years and for regions. The
problem arises because I loose one region, one year
and one industrie because of the dummies use. I dont
want to loose this since they are useful for the
analysis I'm doing. Does anyone have an idea how to do

I guess one alternative is to use restricted weighted
least squares but unfortunatelly I dont know how to do
it and Im not so sure if its totally useful.



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