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st: AW: RE: FEM and GLS


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: RE: FEM and GLS
Date   Thu, 18 Feb 2010 14:15:18 +0100

<> 

-xttab- the variable which you suspect to be constant, and see whether the
"within Percent" column comes in at 100%.



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von simon nyokabi
Gesendet: Donnerstag, 18. Februar 2010 09:41
An: stata uni
Betreff: st: RE: FEM and GLS

Hello there, 
 
I was running a FE regression (gravity model) and i was expecting that time
invariant variables would be dropped, but they were not. What could be the
reason?
 
Also GLS and OLS results appear identical. What is a possible explanation
for this?
 
I will highly appreciate your response.
 
 
Best regards,
 
Simon.


      
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