Statalist


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

st: first differences and time dummies


From   "alessia matano" <alexis.rtd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: first differences and time dummies
Date   Tue, 16 Oct 2007 22:14:06 +0200

Hi,

I would like to ask you one thing i do not well understand: I am
performing a regression in first differences. In the level equations i
was using time dummies, now i do not know.
1) if i use them in differences (which take value1 0 -1) the
regression does not work anymore. I think it is not correct to use
such modified dummies (they are not more dummies)
2) if i use them in levels (they are 0 1), also the regression does
not work and i think it is not right to assign to a single year the
impact of the difference between two years
3) if i do not use them it works, and it has closer results for the
level equation.

I am asking also if not trying to create such dummies which take value
of 1 for the two years the difference concerns, but i am not sure it
has sense..

Anyone of you can help me or suggest me something to read about?
Many thanks
alessia
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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