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Re: st: RE: Areg, absorb


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Areg, absorb
Date   Mon, 11 Apr 2011 13:55:39 +0100

Everything depends on whether you want dummies for _combinations_ of
-country1-, -country2- and -year-.

What precisely defines a panel?

Nick

On Mon, Apr 11, 2011 at 1:30 PM, emanuele mazzini
<madsoenistata@gmail.com> wrote:

> I tried that but doesn't really work. Curiously, Stata reports
> insufficient observations. That's kind of strange, however.
>
> 2011/4/11 Jan Bryla <JBR@finansraadet.dk>:
>> Would it not be possible for you to first generate group id's based on country1 country2 and year, and then use -areg- to control for each group? I think that would capture the desired effects.
>>
>> In that case it would be something like:
>>
>> Egen id=group(country1 country2 year)
>> Areg ..., abs(id)
>>
>> /Jan Bryla
>>
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of emanuele mazzini
>> Sent: 11. april 2011 13:33
>> To: statalist@hsphsun2.harvard.edu
>> Subject: st: Areg, absorb
>>
>> Dear all Stata users,
>>
>> I am trying to work out a regression with panel data in which I have
>> to control for country1, country2 and year.
>> I tried to ran a regression after creating a dummy for all three of
>> them and obviously in the result Stata reports the estimates of all
>> the dummies I created which I do not want to show in the output of the
>> regression. I tried to get the same result with the command: areg...,
>> absorb(varname)  but the point is that areg does not allow me to
>> include more than one variable, and in this case I would need three.
>> Hence, my brief question is: is there a way to include in the
>> regression the fixed effects for country1, country2 and year without
>> Stata showing all the coefficients of the dummies I create?

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