Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Xtgee - noconstant option

From   Solon Moreira <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Xtgee - noconstant option
Date   Thu, 22 Mar 2012 14:44:02 +0100

Dear Statalist members,

I'm trying to run an xtgee model predicting firm's market-share on t+1 using a group of explanatory variables regarding firm characteristics (continuous) and contractual aspects of technology transfer contracts (dummy). I am using the following specifications: link (identity) family (Gaussian) corr (exchangeable). My issue here is related with the fact that when I set the option noconstant (go through the origin) all the coefficients become much more significant. Although I would expect that for some variables it makes sense, I do not fully understand this effect as well if it is right to use in that option for an xtgee model. Would someone have a suggestion if the use of noconstant is not indicated in this case?

Solon Moreira
Copenhagen Business School - INO 

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index