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st: Panel Fixed effects collinearity problem


From   "Bradley, Steven W" <swb@indiana.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel Fixed effects collinearity problem
Date   Thu, 22 Sep 2005 01:16:52 -0500

Hello,

 

I would like to run a panel FE model as I am unconvinced that my disturbance variable is unrelated to my predictor variables (X).  However, I run into the problem of collinearity of several of my control variables with my panel id as they do not all change with time.  For example, I have an industry munificence control variable that was calculated for the full time period of my panel that is the same for all t.  

 

Am I forced to run a RE model in this case?

 

My error is as follows:

 

independent variables are collinear with the panel variable orgnr

r(198);

 

Thanks for your help. 

 

Steve


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