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Re: st: xtreg vs reg w/ dummies


From   "scott hankins" <scott.hankins@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg vs reg w/ dummies
Date   Mon, 13 Mar 2006 12:55:28 -0500

Thanks Austin,

One of the fixed effects was being dropped, I just had not noticed. I
appreciate the 2nd part as well. I figured there must be something
like that going on behind the scenes.

thanks again

scott

On 3/13/06, Austin Nichols <austinnichols@gmail.com> wrote:
> Did you check that the set of  new_attid effects was complete?  I.e.
> was one of the fixed effects dropped instead of pitt being dropped?
> There should be 1092 coefficients listed: _Inew_attid_2-1093. Is there
> variation in pitt across time within each panel?
>
> It is possible that collinearity can produce a dropped variable in one
> command and not another, since Stata checks for collinearity by
> checking for full rank conditions within certain tolerances, and the
> matrices checked can be different in different commands, but I would
> expect the standard errors to look very suspicious in Model 2 in that
> case, and the SE on pitt (.1575) does not look near infinity at all in
> Model 2.

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