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Re: st: Non omitted variables with individual fixed effects
From
Estrella Gomez <[email protected]>
To
[email protected]
Subject
Re: st: Non omitted variables with individual fixed effects
Date
Fri, 29 Nov 2013 12:24:17 +0100
Yes, I expect Stata to drop gdp_part because is constant within
groups, and so it is i.part. I expect this two variables to be
perfectly collinear; that's why I think that Stata should drop
gdp_part
Thanks,
Estrella
2013/11/29 Nick Cox <[email protected]>:
> Would you expect Stata to drop a predictor that is an indicator
> variable because it is constant within groups?
>
> I don't think we can comment otherwise on whether the model is
> correctly specified. Even economists would have to guess hard to work
> out what your variables are.
>
> Nick
> [email protected]
>
>
> On 29 November 2013 11:01, Estrella Gomez <[email protected]> wrote:
>> Dear statalisters
>>
>> I am running a regression on a cross section basis. I use country
>> specific fixed effects and, at the same time, I introduce country
>> specific variables in the regression:
>>
>> xi: reg logCBT log_dist comlang_off gdp_part i.part i.decl , robust
>>
>> where decl and part are the variables identifying partner and
>> declarant countries, and gdp_part is the GDP of the partner
>>
>> My question is: why is gdp_part not excluded? This variable is
>> constant for the partner and I was expecting Stata to drop it. Is the
>> command incorrectly specified?
>>
>> Thanks a lot,
>> Estrella
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