Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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]
*
* 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/