Noel--
You have to make the year dummies yourself, e.g.
use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
tsset id year
xtreg ys k n, fe cluster(id)
tab year, gen(dy)
drop dy5
xtreg ys k n dy*, fe cluster(id)
On 10/20/06, Noel Campbell <[email protected]> wrote:
Newbie here, and I'm convinced I'm just being incredibly dense, but...
Suppose I have annual data on a cross-section of U.S. states, and I
want to calculate Fixed Effects estimates.
Does STATA automatically include an "annual" time-varying,
cross-sectional invariant effect? Or do I need to include these by hand
with dummy for every year?
Thanks in advance,
Noel
************
Noel D. Campbell
Assoc. Prof. Econ.
EFIRM
U. Central Arkansas
[email protected]
(501)852-7743
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