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| From | Bin Dong <dongbin66@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Multicollinearity in fixed effects regressions |
| Date | Wed, 14 Jul 2010 17:40:38 +1000 |
Dear all, I have a maybe stupid question when I estiamte the FE model by including individual dummies. Some of independent variables in my fixed effects regressions are time-invariant and therefore theoretically have perfect multicollinearity with individual dummies. However, I always get significant coefficients of these variables in my fixed effects regressions with different controls. Are the results reliable because my sample size is large (1600 obs) enough to provide adequate information? If anyone has an idea about my results, I would greatly appreciate any assistance you could provide.Thanks in advance Cheers, Bin * * 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/