[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Time Dummies.

From   "Grant Peter Kabango" <[email protected]>
To   [email protected]
Subject   st: Time Dummies.
Date   Thu, 31 Jan 2008 13:12:44 +0000

Dear statalisters,

My data is T= 1 to 7. As I am using system GMM, the sample period of estimation is T= 2 to 7. I am using time dummies, and I believe that the number of included dummies should be T-1, i.e. 3 to 7 in my case. However,  Stata seems to be able to estimate dummies for periods      2 to 7. I do not understand how this is possible and I am concerned that this is an error. Can someone please advise ?

Grant (1990553567)

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index