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RE: st: xtabond2 year dummies
From
Humaira Asad <[email protected]>
To
STATA HELP <[email protected]>
Subject
RE: st: xtabond2 year dummies
Date
Fri, 1 Apr 2011 15:31:27 +0000
Yes! you are absolutely right, so what should I do. I mean what should I report as the results?
Humaira Asad
PhD Research Scholar
UoE Business School
University of Exeter, England
----------------------------------------
> From: [email protected]
> Subject: re:RE: st: xtabond2 year dummies
> Date: Fri, 1 Apr 2011 11:05:19 -0400
> To: [email protected]
>
> <>
> > I am adding them in ivstyle() adding them makes all my regressors insignificant.
>
>
> I imagine if you -xtreg, fe- your dependent variable on a set of time dummies, you will find that it fits quite well. This suggests that the additional regressors do not have much to say once you have removed unobserved heterogeneity and the macro effects which the time dummies represent.
>
> Kit Baum
> [email protected]
>
>
>
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