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RE: AW: st: AW: dropped interaction terms from FE model


From   Glenn Goldsmith <glenn.goldsmith@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: AW: st: AW: dropped interaction terms from FE model
Date   Thu, 18 Jun 2009 14:58:56 +0100

<>

Strange. Are the interactions still dropped if you just use -regress-?

If so, are you absolutely *sure* there's no multicollinearity problem
(e.g. by checking using -_rmcoll- or -_rmdcoll-)?

Glenn.

P K <statistics_2009@yahoo.de> wrote:

Thanks, Martin.

I checked this and there is enough variation in the dropped variables.

Also, STATA removes them when I try to estimate a RE model (instead of
a FE model).

Any other ideas on why they get dropped?

Thanks!
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