Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[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 <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   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index