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 on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: RE: estimation with a time trend.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: estimation with a time trend.
Date   Mon, 5 Jul 2010 17:30:07 +0100

On Mon, Jul 5, 2010 at 5:29 PM, natasha agarwal
<agarwana2@googlemail.com> wrote:
> On Mon, Jul 5, 2010 at 5:22 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
>> --- On Mon, 5/7/10, natasha agarwal wrote:
>>> The results with the time dummies showed that the
>>> estimated coefficients on the time dummies was
>>> increasing over time.
>>>
>>> So I decided to introduce one a time variable like a trend
>>> which is shown as before.
>>
>> OK, in your fixed effects model without interactions

correct me if am wrong without interactions here you mean interactions
with the time trend?

you
>> could just as well have used your original year variable
>> as it is demeaned anyhow.
>>
>> In general, it is good practice to make sure that the value
>> 0 happens at a meaningful point in time, but you should
>> not use -egen group()- for that, rather you should just
>> subtract your  'midpoint' or 'reference year'.
>
> I will keep in mind and be more careful for introducing the time trend
> in the estimation and also be very careful with the reason and
> interpretation and the usage of -egen group- command especially that 0
> does happen at some point in time.
>
>
>> -- Maarten
>>
>> --------------------------
>> Maarten L. Buis
>> Institut fuer Soziologie
>> Universitaet Tuebingen
>> Wilhelmstrasse 36
>> 72074 Tuebingen
>> Germany
>>
>> http://www.maartenbuis.nl
>> --------------------------
>>
>>
>>
>>
>> *
>> *   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/
>>
>

*
*   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