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st: re: SUREG by year

From   Kit Baum <>
Subject   st: re: SUREG by year
Date   Mon, 2 Nov 2009 09:26:24 -0500

Valeriano said

What about dummy invariant variables? If I run panel fixed effects they will disappear. Will it occur using SUREG? Dummy invariant variables are important in my model and I have some.

If you lie to Stata about how the panel is set up, it will run xtreg,fe with fixed effects by time rather than unit. In that context unit-specific variables (that do not vary over time) will be admissible. E.g.

webuse grunfeld, clear
tsset year company
 xtreg invest mvalue, fe

Kit Baum   |   Boston College Economics & DIW Berlin   |
An Introduction to Stata Programming |
   An Introduction to Modern Econometrics Using Stata  |

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