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, is already up and running.

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

st: why reg3 dropped constant term ?

To   statalist-for help STATA <>
Subject   st: why reg3 dropped constant term ?
Date   Sat, 25 Dec 2010 01:34:34 +0800

i sent this before but bounced 

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 constituency. 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.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index