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st: oprobit with year dummies

From   "Venkiteshwaran, Vinod" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: oprobit with year dummies
Date   Mon, 22 Aug 2011 16:18:53 +0000

I am running a pooled ordered probit regression with a panel data set. Of interest are the coefficients on year dummies included on the rhs. I have 20  years in my dataset and therefore have included 19 year dummies. As I understand this allows me to interpret the dummy coefficient in relation to the  year that was dropped. Now I have to include a new rhs variable which has  the same value in each year. Since this variable is perfectly collinear with the year dummies stata drops one of the year dummies thereby reducing the number of year dummies to 18. How should the remaining year dummies be interpreted?  Thank you. Vinod

Dr.Vinod Venkiteshwaran
Assistant Professor of Finance
OCNR 352, College of Business
Texas A&M University
Corpus Christi TX 78412
Ph: 361-825-3619
Email: [email protected]

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