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Re: st: Fixed-effects models and coefficient for a constant variable


From   snazlioglu@eunev.edu.tr
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed-effects models and coefficient for a constant variable
Date   Wed, 11 Oct 2006 11:23:40 EEST

Hello,
If you have time invariant variables like dummies in your panel and you will use the fixed effect model, you need estimate with between fixed effect model.
You can easly estimate with between effect model in stata
xtreg dep.var ind.dep variables, be
A secod point, you need to again estiamte Hausman statistics with between estimator.

Regards,
Saban 

11 Oct 2006 10:58 EEST tarihinde yazmışsınız:

> Hello,
> 
> I have data for 185 firms over three years (therefore 555 observations).
> One of my dependent variables is a dummy variable that is constant over
> the three years. I cannot use a random-effects model, as the Hausman
> test is rejected. But when I use a fixed-effects model, I cannot
> estimate the coefficient for my dummy variable, which is problematic, as
> it is one of the most important variables of my model. Is there any fix
> to this problem? How is it possible to estimate the coefficient for a
> variable that does not vary over time? Thank you.
> 
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