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st: fixed effects quantile regression


From   Lisa Marie Yarnell <lisayarnell@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: fixed effects quantile regression
Date   Tue, 11 Dec 2012 17:34:28 -0800 (PST)

Hi Stata listserv,

I am running the following quantile regression model, which attempts to model the id fixed effects by incuding the term i.id.

Can anyone give me a clue about why the dummies represented by the i.id were dropped for reasons of multicollinearity?  Does it seem that I did not arrange my data properly, or did I specify the model incorrectly?  Are there any other ideas about what's going wrong here?

The output was very long, showing all of the dropped predictors, so I shortened it below by writing "(cont'd)".

Thanks in advance for the help,
Lisa

. xi: sqreg viol span otherlang viobeh_p20_b viobeh_p50_b viobeh_p80_b viobeh_p20_g viobeh_p50_g viobeh_p80_g seven eight i.id if gender==0, quantile (.5, .8) reps (200)

i.id              _Iidc100001-50000055(naturally coded; _Iidc100001 omitted)
note: _Iidc100004 dropped because of collinearity
note: _Iidc100006 dropped because of collinearity
note: _Iidc100007 dropped because of collinearity
. . . (cont'd)
note: _Iidc50000023 dropped because of collinearity
note: _Iidc50000032 dropped because of collinearity
note: _Iidc50000041 dropped because of collinearity
note: _Iidc50000054 dropped because of collinearity
op. sys. refuses to provide memory
r(909);

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