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Re: st: Newey-West (also follows xtivreg2)


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Newey-West (also follows xtivreg2)
Date   Fri, 14 Oct 2005 15:51:25 +0100

Dear Statalisters,

I have a simple question, but that I haven't been able to answer for some
time...

I have a bilateral trade (gravity) model, with pairs of countries as
individuals.  I want to estimate a model in cross-section that includes
country fixed effects, but have not been able to control the dropping of
some of these effects.

Does anyone know of any command to tell STATA how to prioritise the dropping
of collinear variables?

Any suggestions/ideas will be more than welcomed!

Andrea

Andrea Molinari
DPhil candidate in Economics
University of Sussex
Department of Economics
Arts Building E - office 517
Falmer, Brighton BN1 9SN
United Kingdom

Tel: +44 (0) 1273 - 873538
Fax: +44 (0) 1273 - 673563

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