st: RE: Areg, absorb

[Jan Bryla <JBR@finansraadet.dk>]

Would it not be possible for you to first generate group id's based on country1 country2 and year, and then use -areg- to control for each group? I think that would capture the desired effects.

In that case it would be something like:

Egen id=group(country1 country2 year)
Areg ..., abs(id)

/Jan Bryla


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of emanuele mazzini
Sent: 11. april 2011 13:33
To: statalist@hsphsun2.harvard.edu
Subject: st: Areg, absorb

Dear all Stata users,

I am trying to work out a regression with panel data in which I have
to control for country1, country2 and year.
I tried to ran a regression after creating a dummy for all three of
them and obviously in the result Stata reports the estimates of all
the dummies I created which I do not want to show in the output of the
regression. I tried to get the same result with the command: areg...,
absorb(varname)  but the point is that areg does not allow me to
include more than one variable, and in this case I would need three.
Hence, my brief question is: is there a way to include in the
regression the fixed effects for country1, country2 and year without
Stata showing all the coefficients of the dummies I create?

Thanks to all of you in advance,
Regards,
Emanuele.
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