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| From | Kit Baum <kitbaum@me.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | re:RE: st: xtabond2 year dummies |
| Date | Fri, 01 Apr 2011 11:05:19 -0400 |
<> > I am adding them in ivstyle() adding them makes all my regressors insignificant. I imagine if you -xtreg, fe- your dependent variable on a set of time dummies, you will find that it fits quite well. This suggests that the additional regressors do not have much to say once you have removed unobserved heterogeneity and the macro effects which the time dummies represent. Kit Baum kitbaum@me.com * * 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/