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Re: st: Why does xtregar exclude the time variable from the rhs?


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why does xtregar exclude the time variable from the rhs?
Date   Tue, 27 Sep 2011 19:46:00 +0100

That's just what it is, cross-sectional regression in which the time
series flavour is explicit just in the error term.

The help gives economic examples. Another might possibly be something
varying with age. Here the data would be in time, but time makes its
effects known through age and is not otherwise a predictor.

If you want regression with time as a predictor, clearly you can have
it but that is a different technique.

Nick

On Tue, Sep 27, 2011 at 5:17 PM,  <bosaylor@yahoo.com> wrote:
> I would appreciate it if someone could explain the rational for this to me. I have searched the Stata documentation, the Statalist, and the web but have been unable find obtain any reference to why the procedure prevents including the time variable on the rhs of the model.  Thanks for any assistance anyone has to offer.

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