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 at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: areg drops year dummies


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: areg drops year dummies
Date   Mon, 16 Jul 2012 16:24:12 +0200

On Mon, Jul 16, 2012 at 4:00 PM, Ozgur Ozdemir wrote:
> i am using areg in my pooled data  set with year dummies such as xi:areg y x1 x2 i.year, absorb(industry) but some of the years not only the first one such as 2000, 2001, 2002, 2008 etc are dropped. can anybody advice why this might happen ?

That means there is some perfect colinearity going on. I would look
for very small industries and merge those with adjacent or similar
industries.

Also, the -xi- prefix is outdated. Since you have not said otherwise I
will assume --- per the Statalist FAQ --- that you have Stata 12. In
that case you should leave the -xi- prefix out. If you have Stata <
12: read the FAQ, a link can be found at the bottom of every post on
Statalist.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index