Statalist


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

st: fixed-effects with dummy variables


From   bdeaton@uoguelph.ca
To   statalist@hsphsun2.harvard.edu
Subject   st: fixed-effects with dummy variables
Date   Thu, 01 May 2008 17:22:30 -0400

Hello,

I have included dummy variables in a county-level fixed-effects regression.

Stata will estimate the coefficients for these dummy variables because they vary across time (as well as counties) in the sample.

Given the transformation of data in a fixed-effects regression, I am uncertain as to how I should interpret the coefficients for these dummy variables.

Id greatly appreciate any thoughts/comments/ or suggested readings.

A simplified version of the county-level fixed effects regression I am running in stata is reflected by the following stata command:

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.


Thanks,

Brady Deaton
Food, Agricultural and Resource Economics
University of Guelph

P.S. I posted a version of this question earlier in the week (received no responses). I believe, however, this current email better reflects my question and the range of advice that would be welcomed.





*
* 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