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From |
Sabin Ahmed <sabahmed@gwmail.gwu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Omitted Fixed Effects Dummy Variables |

Date |
Wed, 26 Sep 2012 22:03:28 -0400 |

Dear Stata Intellectuals, I am running a fixed effects regression model with panel data and a LOT of county-year and industry-year fixed effects dummy variables, taking on a value of (0,1) for each country-year or industry-year combination. I have 9 years, 23 industries, and 61 countries. My country-year fixed and industry-year fixed effects dummies for example are as follows: - year1country1, year1country2, ... year9country61. - year1industry1, year1industry_2, ... year9industry23. I have already dropped all the FE dummies which only have a value of 0 for all observations. However, now when I run my regression, some of my dummy variables get omitted in the Stata output. For example when I run: [eststo: reg y x1 x2 x3 year*_country_* ] my stata output looks as follows: lnTFP_dmci Coef. Std. Err. t P>t [95% Conf. Interval] x1 3045.822 4306.575 0.71 0.479 -5396.157 11487.8 x2 770.8256 3359.629 0.23 0.819 -5814.897 7356.548 x3 -1494.027 4481.935 -0.33 0.739 -10279.75 7291.702 year_1_co~_1 (omitted) year_4_co~_1 (omitted) year_6_co~_1 4358.841 194696.2 0.02 0.982 -377295 386012.7 year_8_co~_1 (omitted) year_5_co~_2 7948.869 187794.8 0.04 0.966 -360176.4 376074.2 year_9_co~_2 -93922.92 187622.4 -0.50 0.617 -461710.3 273864.5 year_5_co~_3 -369.7111 186973.6 -0.00 0.998 -366885.3 366145.9 year_9_co~_3 -661.7758 186926.8 -0.00 0.997 -367085.7 365762.1 year_1_co~_4 (omitted) year_4_co~_4 (omitted) year_8_co~_4 3449.422 192931.8 0.02 0.986 -374745.7 381644.6 year_1_cou~5 (omitted) year_4_co~_5 (omitted) I would really appreciate if someone could shed a bit more light on this and advise me on how to deal with this issue. I have tried dropping one dummy variable then running the same regression but I am running into the same issue. Thanks a lot. S.A. * * 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/

**Follow-Ups**:**Re: st: Omitted Fixed Effects Dummy Variables***From:*Maarten Buis <maartenlbuis@gmail.com>

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