Dear Statalist members,
I'm trying to run an xtgee model predicting firm's market-share on t+1 using a group of explanatory variables regarding firm characteristics (continuous) and contractual aspects of technology transfer contracts (dummy). I am using the following specifications: link (identity) family (Gaussian) corr (exchangeable). My issue here is related with the fact that when I set the option noconstant (go through the origin) all the coefficients become much more significant. Although I would expect that for some variables it makes sense, I do not fully understand this effect as well if it is right to use in that option for an xtgee model. Would someone have a suggestion if the use of noconstant is not indicated in this case?
Best,
Solon Moreira
Copenhagen Business School - INO
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