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Re: st: why reg3 dropped constant term ?


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: why reg3 dropped constant term ?
Date   Tue, 28 Dec 2010 18:38:18 -0500

KAMAL MANJU <kamaali_1@hotmail.com>:
Can you report what you typed and what Stata estimated?
It seems unlikely the constant was actually dropped...

On Fri, Dec 24, 2010 at 12:34 PM, KAMAL MANJU <kamaali_1@hotmail.com> wrote:
>
> 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.
>

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