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, 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 <>
Subject   Re: st: Trends and Time dummies
Date   Mon, 12 Sep 2011 06:13:28 -0400

Vinod <>:
As I said in
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
<> 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:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index