Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: time trend or year effect for pooled data


From   "Sun, Yan (IFPRI)" <[email protected]>
To   <[email protected]>
Subject   st: time trend or year effect for pooled data
Date   Fri, 12 Mar 2010 10:15:08 -0500

Dear Statalist,

1)	I have a equation as this: y=a+b1*X1+b2*X2+b3*X3+...+ c*T +
error, where a, b, c are coefficients;
2)	Y is a couple of dependent variables, which could be binary or
continuous;
3)	T is a time trend and I use it to capture year effect;
4)	My observation is user groups which were visited in different
years and I pool them together, treating them as cross-sectional data.

My question: how should I treat T? Should I value it as 1, 2, 3, ..., OR
just yearly (eg., 1990, 1991, 1992, ....). I run regressions (both
Probit and OLS) using both methods, and the regression results give me
different coefficients ad t statistics  for "T". 

Could anyone explain why and which method is appropriate for pooled
data?

Thank you very much for your help.

Yan Sun
IFPRI

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index