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st: control for spurious correlation / multicollinearity

From   Luiz Lehmann <>
To   "" <>
Subject   st: control for spurious correlation / multicollinearity
Date   Fri, 22 Feb 2013 20:02:21 +0100

Dear Statalisters,

For my thesis i’m using a panel-dataset.

I’d like estimate the effect of x1 ond y with -xtreg-. Since x2 is highly correlated with y and x1 the measured effect by excluding x2 would be spurious correlation. I tried to correct multicollinearity by differencing. But afterwards the linearity is not given anymore.

Is there any possibility to estimate the model by extracting the effect of x2?


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