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st: Re: individual dummy


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: individual dummy
Date   Wed, 10 Sep 2003 19:01:11 -0500

----- Original Message ----- 
From: "Lihong Yun" <lihong.yun@esi.oru.se>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, September 09, 2003 10:51 AM
Subject: st: individual dummy


> Dear statalist,
>
> I hereby request a favour for helping find the references to address the
> following problem.
>
> I perform cross-section time series for 160 3-digit industry for a peiod of
> 3-4 years. It looks that the individual dummy is not singificant in the
> estimation, and there is not F-value for the related regression.
>
> May you kindly make some suggestion and how can test the significance of
> the individual dummy.
>
> Thank you for your kind attentions,
>
> lihong
>

Both -areg- and -xtreg, fe- will display an F-test that all individual dummy
variables are zero for cross-section time series models.

Scott


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