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Re: st: xtreg and xtlogit with time-invariant variables

From   Clive Nicholas <[email protected]>
To   [email protected]
Subject   Re: st: xtreg and xtlogit with time-invariant variables
Date   Sun, 28 Nov 2010 03:14:49 +0000

Shehzad Ali wrote:

> When xtreg and xtlogit models are implemented with fixed effects option, all
> time-invariant variables are dropped from the analysis. I am working with a
> dataset with response variable observed at 3 time points. The explanatory
> variable includes timepoint_var (obviously varies with time) and the others are
> time-invariant covariates that are dropped in the analysis. Could someone advise
> on the best way to model the relationship between response at multiple
> timepoints and the time-invariant variables? I should mention that the model
> runs when random effects option is specified.

Email Vera Troeger at the University of Essex for her -xtfevd- command.

Clive Nicholas

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