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st: Trends and Time dummies


From   "Venkiteshwaran, Vinod" <Vinod.Venkiteshwaran@tamucc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Trends and Time dummies
Date   Sat, 10 Sep 2011 21:42:37 +0000

The following question is not really a Stata syntax/programming related but more of a statistical logic type query.
 In pooled cross-sectional time series data what is the effect of including both a trend and  year dummy variables?
Specifically can the coefficients on the year dummy variables thus obtained be related to a model without the trend but just the year dummies? 
Any useful references that I can look up would be extremely helpful.

Thank you

Vinod


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