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st: Collinearity in xtmixed


From   "Sarah Gill" <Sarah.Gill@anu.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Collinearity in xtmixed
Date   Wed, 30 May 2007 12:25:38 +1000

I want to include a categorical interaction term (gender*time) in the
fixed portion of an xtmixed model (see below), but STATA is dropping
several categories of this interaction "due to collinearity". Is there
any way I can prevent this from happening? According to STATA help the
"collinearity" option can only be used for random effects.

xi: xtmixed dv time i.sexBYtime || id: time, cov(un) variance

Thanks in advance

--------------------------------------------------
Sarah Gill



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