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st: Re: Fixed effect analysis question

From   "R.E. De Hoyos" <[email protected]>
To   <[email protected]>
Subject   st: Re: Fixed effect analysis question
Date   Mon, 10 Apr 2006 17:03:32 +0100


The panel data fixed effects estimator will make use of all the observations including those for which the indicator independent variable has no within-group variation. Notice that the within covariance between the constant independent variable and the dependent one will be zero.

Non-linear fixed effects will drop groups with no within variation in the dependent variable. I am sure you will find the following reference useful (Greene, 2001):

Rafael E. De Hoyos
Faculty of Economics
University of Cambridge

----- Original Message ----- From: "Khan, Nasreen" <[email protected]>
To: <[email protected]>
Sent: Monday, April 10, 2006 2:07 AM
Subject: st: Fixed effect analysis question

I have a very  basic question. I am running an individual level fixed
effect analysis. My independent variable of interest is a dummy variable
(y/n). For some people there is variation in the independent variable
where as some people do not have any variation. My question is for people
who do NOT have any variation in the independent variable do they
contribute to the coefficient or are they dropped out.



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