Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Trends and Time dummies


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Trends and Time dummies
Date   Mon, 12 Sep 2011 06:13:28 -0400

Vinod <Vinod.Venkiteshwaran@tamucc.edu>:
As I said in
http://www.stata.com/statalist/archive/2011-09/msg00291.html
if you
add year as a regressor to measure the average trend, the year
dummies then measure deviations from trend.

On Sat, Sep 10, 2011 at 5:42 PM, Venkiteshwaran, Vinod
<Vinod.Venkiteshwaran@tamucc.edu> wrote:
> 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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index