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From |
Benedikt Achatz <benedikt.achatz.sta@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Structural breaks in panel data |

Date |
Wed, 04 Jul 2012 15:48:25 +0200 |

Hello Tanja,

Hope this helps! Am 04.07.2012 14:38, schrieb Tanja Berg:

Dear Statalisters, I have an unbalanced panel data set with structural breaks. In my regression I want to show if and how the dependent variable (depvar) changes during several periods. I implemented four different Dummy variables (P2-P5) for five different periods. So my regression looks like the following: xtreg depvar x1 x2 P2 P3 P4 P5 x1*P2 x1*P3 x1*P4 x1*P5 x2*P2 x2*P3 x2*P4 x2*P5, fe x1 and x2 are my explanatory variables. If the coefficient of the interaction variable (e.g. x1*P2) is significant I have an effect here in this period. So far I understand what is going on. But what do the coefficients of the Dummy variables itself tell me? What if they are insignificant? If I only want to look at one explanatory variable, do I have to include the Dummy variables here as well or is it sufficient to look only at the interaction variables like following: xtreg depvar x1 x1*P2 x1*P3 x1*P4 x1*P5, fe Hope someone can help me with this little understanding problem! Best regards Tanja * * 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/

* * 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/

**References**:**st: Structural breaks in panel data***From:*Tanja Berg <tanja.berg86@gmx.de>

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