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Re: st: Multicollinearity in fixed effects regressions


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multicollinearity in fixed effects regressions
Date   Wed, 14 Jul 2010 09:59:41 +0000 (GMT)

--- On Wed, 14/7/10, Bin Dong wrote:
> Thank you very much for your helpful reply. However, I have
> checked my data again and again. I am sure that the
> individual dummies are correctly created, and all time-
> invariant variables are really constant 

We have all been there; we knew that somewhere there was a 
problem with our data (or .do file, or program, or whatever
else we were working on) and we have checked and checked 
and checked again and we could not find the problem. It is 
frustrating. The best advise I can give you is to let this 
problem rest for a while, focus on another part of your 
project or a different project, and in a couple of days 
start again fresh. 

> Furthermore, as you know, the introduction of individual
> dummies is believed to be an effective approach to
> estimate the FE model. 

That is actually not true in general as I mentioned before.

Good luck,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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