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st: Two-way FE


From   "Mareike" <MareikeHahr@aol.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Two-way FE
Date   Thu, 3 Jun 2010 12:51:00 +0200

Dear Statlist,

I would like to run a two-way fixed-effects model. Therefore, I created time
indicator variables by the command "tabulate year, gen(year)" which I
planned to include in the regression in a second step. But when doing so,
two out of the total 25 time dummies are dropped by Stata from the
regression. Why is that the case? Am I doing something wrong here?

Mareike

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