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st: Re: problem with creating dummy variables with xi (was: no subject)


From   Seb Buechte <[email protected]>
To   [email protected]
Subject   st: Re: problem with creating dummy variables with xi (was: no subject)
Date   Mon, 29 Aug 2005 14:09:24 +0200

Federica,

please "name" your messages by filling in the subject line. This
really helps people to find out whether they consider your email of
interest to them.

I tried to reproduce the Stata behaviour that you described, but I did
not succeed. I would think that it would help a lot if you could mail
more details (code, output, etc..) . to the list.

Kind regards,
sebastian

On 8/29/05, Federica Demaria <[email protected]> wrote:
> Dear all,
> I have a panel of 7 countries, identified by the variable id. When I run the following regression
> xi: reg y x1 x2 i.year i.id
> as expected, Stata omits the first dummy of both the id and year sets of dummies.
> The strange thing is that it also drops another dummy variable of both the mentioned sets of dummies, but it uses in the estimation the corresponding country and year.
> Could you please help me in understanding the reason behind this dropping?
> thank you in advance
> Federica
> Department of Economics anad Statistics
> University of Calabria
> 
> 
> 
> 
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-- 
- Seb F Buechte
-
- Stay tuned!

*
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