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st: time trend or year effect for pooled data


From   "Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: time trend or year effect for pooled data
Date   Fri, 12 Mar 2010 10:15:08 -0500

Dear Statalist,

1)	I have a equation as this: y=a+b1*X1+b2*X2+b3*X3+...+ c*T +
error, where a, b, c are coefficients;
2)	Y is a couple of dependent variables, which could be binary or
continuous;
3)	T is a time trend and I use it to capture year effect;
4)	My observation is user groups which were visited in different
years and I pool them together, treating them as cross-sectional data.

My question: how should I treat T? Should I value it as 1, 2, 3, ..., OR
just yearly (eg., 1990, 1991, 1992, ....). I run regressions (both
Probit and OLS) using both methods, and the regression results give me
different coefficients ad t statistics  for "T". 

Could anyone explain why and which method is appropriate for pooled
data?

Thank you very much for your help.

Yan Sun
IFPRI

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