Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Time invariant variables and panel data


From   Rho YH <mania1@korea.ac.kr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Time invariant variables and panel data
Date   Sat, 27 May 2006 23:48:13 +0900 (KST)

I have incidentally found that panel data models (as far as I found the Statalist, xtreg with -FE option)
cannot have time invariant variables and will be automatically omitted when included.
In a general sense, then all xt- models (including xtgee) cannot have time invariant variables?
Or in what instance does this fact come in effect?
Second, then does this mean that I cannot use time invariant variables (like sex (M/F)) even
when these variables may be important?
I have two books about panel data (Twisk, and Sophia Rabe-Hesketh) but did not find this fact.
Is it written in these books?



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index