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st: fixed effects with multicollinearity

From   "Reddy, Colin" <>
To   "" <>
Subject   st: fixed effects with multicollinearity
Date   Fri, 29 Jul 2011 08:04:18 +0000

Dear Listers

I have variables that have high multicollinearity due to interaction terms. Do I have to mean centre these explanatory variables (or all of them, even the controls) even though the within fe estimator does mean centering automatically?



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