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Re: st: time dummy in random-effects model


From   David Greenberg <[email protected]>
To   [email protected]
Subject   Re: st: time dummy in random-effects model
Date   Wed, 13 Jul 2005 16:53:04 -0400

The purpose of the time dummies is to take into account effects that may
influence all cases in a given year to the same amount. If you think
they are likely to exist, then it would be wise to put them in. This can
help to eliminate a possible source of spuriousness due to common trends
in observed variables. David Greenberg, Sociology Department, New York
University

----- Original Message -----
From: Seok-Woo Kwon <[email protected]>
Date: Wednesday, July 13, 2005 4:39 pm
Subject: st: time dummy in random-effects model

> Dear Statalist,
> 
> In a running random-effects model for panel data, I have yearly 
> observationsand add a time dummy for each year. However, I noticed 
> that some people do
> not put in the time dummy at all in the model. Is this justified?
> 
> Thanks.
> 
> Seok-Woo
> 
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