Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Why does streg allow both state fixed-effects and time invariant state variables?
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Why does streg allow both state fixed-effects and time invariant state variables?
Date
Fri, 19 Feb 2010 13:01:23 -0600
Nonlinearity of the survival models may also help identifying these
state-level variables. (I goofed off the first time, of course; just did not
get the point exactly.)
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.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/