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st: Dropped Dummy Variables


From   Jason Hecht <jhecht58@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Dropped Dummy Variables
Date   Wed, 6 Jun 2012 11:29:10 -0400

I created a set of country and sector dummy variables using the Data\Create or
change data\  etc.  function.

Now the problem is that when I include, say, "USA" to denote a firm
located in the US, I get the following message:

note: USA dropped from div() because of collinearity
note: USA dropped because of collinearity

I am using the above dummy variables in an equation estimated with "xtabond."


Thanks so much for your time.

Jason
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