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RE: st: Trends and Time dummies


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Trends and Time dummies
Date   Sat, 10 Sep 2011 17:51:24 -0400

Hi Vinod,
This paper should be be helpful:
Phillips, J.A., & Greenberg, D.F. (2007). A comparison of methods for analyzing criminological panel data. Journal of Quantitative Criminology, 24(1), 51-72.
It discusses pooled cross-sectional and growth models as special cases of a more general framework, and has a solid treatment of time dummies and time trends.
Cam 

----------------------------------------
> From: Vinod.Venkiteshwaran@tamucc.edu
> To: 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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