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st: RE: AW: Two-way FE


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: AW: Two-way FE
Date   Thu, 3 Jun 2010 12:57:16 +0200

<>

Try http://www.stata-journal.com/article.html?article=st0143




HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Mareike
Sent: Donnerstag, 3. Juni 2010 12:54
To: [email protected]
Subject: st: AW: Two-way FE

Sorry I have to correct myself. Actually, it is all BUT two out of the 25
dummy variables that are dropped.

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Mareike
Gesendet: Donnerstag, 3. Juni 2010 12:51
An: [email protected]
Betreff: st: Two-way FE

Dear Statlist,

I would like to run a two-way fixed-effects model. Therefore, I created time
indicator variables by the command "tabulate year, gen(year)" which I
planned to include in the regression in a second step. But when doing so,
two out of the total 25 time dummies are dropped by Stata from the
regression. Why is that the case? Am I doing something wrong here?

Mareike

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