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st: Date: Thu, 23 Dec 2010 15:52:14 +0800


From   KAMAL MANJU <kamaali_1@hotmail.com>
To   statalist-for help STATA <statalist@hsphsun2.harvard.edu>
Subject   st: Date: Thu, 23 Dec 2010 15:52:14 +0800
Date   Thu, 23 Dec 2010 02:52:18 -0500 (EST)

Dear sir/Profs/Dr. and fellow students
 
I am trying to estimate a simultaneous equation model for a panel of firms from four different countries. I am running the analysis separately by country=
by country,so I have 4 separate data sets but all have exactly the same variables and the
model will be applied to all constsitently. My data set is annual and spans for 8years period.
 
I need to estimate two equations simultaneously (the same equation to be repeated for each country case).
 
I need to include the constant term as well as year dummies (to be consistent with the literature in this area).
 
However for unknown reasons stata reg3 always drop the constant term from the two equations in some countries whenever I included 
the full year dummies(8year dummies -1year=2C base year) in the model.
 
I need your kind advice on this problem. I mean how can I make sure that the constant term is reported not drop from the model output.
 
Alternatively, I would like to seek advice from experts on this issue or whoever have encountered similar problem how to go about.
 
Is this a statistical/econometric problem if I cannot report the constant term and include it in my analysis?  Any guide to relevant rea
reachable resources is highly appreciated.
 
I have already spent quite a time searching on stata frequently asked questions and consulted other sources but to no informative answer. I really stuck at
this point in my analysis I need help.
 
 
Thank you.
  		 	   		  
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