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st: Xtivreg2: Dropping dummy variables due to Collinearity


From   vikramfinavker <vikramfinavker@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Xtivreg2: Dropping dummy variables due to Collinearity
Date   Tue, 14 Jun 2011 06:27:26 -0700 (PDT)

HI,

I am using xtivreg2 and the regression is dropping my dummy variables for
year due to collinerarity. I have 10 year dummy:

yr99
yr00
yr01
yr02
yr03
yr04
yr05
yr06
yr07
yr08
yr09
.
In normal regression (reg) it omits yr99 and yr00 saying there is
collinearity but in xtivreg2 it drops yr99 and yr09 saying they are
collinear. 

Could someone please explain me whats wrong here? Is it my data?

Thanks.

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