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st: Time Dummies.(1990553567)


From   "Grant Peter Kabango" <[email protected]>
To   [email protected]
Subject   st: Time Dummies.(1990553567)
Date   Tue, 22 Jan 2008 11:18:02 +0000

Dear statalisters,

I am estimating my panel data model using xtabond2 with time dummies as follows;
yr70_74, yr75_79, yr80_84, yr85_89, yr90_94, yr95_99, yr00_04. Thus, my T=7 ( where t=1...7). However, before including the time dummies the model starts estimating at period 3. Does it mean that I can only include my time dummies starting with yr80_84 or yr75_79?

Could you please assist?

Grant (Reg. No. 1990553567)



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