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Re: st: Why does streg allow both state fixed-effects and time invariant state variables?


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why does streg allow both state fixed-effects and time invariant state variables?
Date   Thu, 18 Feb 2010 19:35:51 -0600

Instead of "in the OLS world", you meant to say "in the fixed effect linear
regression world". OLS world does not bother about variables that are
constant for a bunch of observations, as long as they vary somewhat across
the whole data set. But fixed effect regression does. Random effect
regression doesn't, just like the OLS.

On Thu, Feb 18, 2010 at 6:07 PM, Sepideh Modrek <smodrek@stanford.edu>wrote:

>  Hi Stata users,
> I am running a Gompertz survival model with no time varying variables.  I
> am looking at mortality within states and I include indicator variables for
> each state. In one model, I accidently included both the state indicator
> variable AND a state level variable. In the OLS world that would be a case
> for perfect collinearity and the coefficient on the state-level variable
> would not have been estimated, but in this case it was! My gut tells me that
> the estimates are wrong/uninterruptable statistical garbage... Am I right ?
>

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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