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st: time varying dummy variables in a fixed-effects regression


From   [email protected]
To   [email protected]
Subject   st: time varying dummy variables in a fixed-effects regression
Date   Tue, 29 Apr 2008 12:53:15 -0400

Dear Statalisters,

I have two related questions: (1) how does STATA tranform dummy variables, which change over time, in a fixed effects regression and (2) can I interpret the coefficient estimates for these dummy variables in a typical fashion � i.e., wrt the omitted dummy � or does the transformed variable require a different interpretation of the coefficient estimate.

A simplified version of the county-level fixed effects regression I am running is as follows:

xtreg y d1 d2 d3 X t, fe

where:
y is a continuous variable
d1..d3 represent time varying dummy variables with the omitted dummy being (d4).
X represents a vector of time varying continuous explanatory variables.
t represents a vector of time dummy variables.

I�d greatly appreciate your thoughts.

Sincerely,

Brady Deaton
Food, Agricultural and Resource Economics
University of Guelph
Canada





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