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st: RE: Regression with Year Dummy Variables


From   "Venkiteshwaran, Vinod" <Vinod.Venkiteshwaran@tamucc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Regression with Year Dummy Variables
Date   Tue, 23 Aug 2011 17:30:44 +0000

Thank you.

The variable that is collinear with the year dummies is actually variable t= hat has constant values in each year (it is different in each year but the = same value for each of the years) and hence is perfectly linearly predicted=  by the year dummies. What is the implication when the dropped dummies are = at either end of the sample, that is first and last year?

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