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Re: st: xtivreg2 with factor variables
From
"Anat (Manes) Tchetchik" <[email protected]>
To
[email protected]
Subject
Re: st: xtivreg2 with factor variables
Date
Tue, 31 Dec 2013 13:31:57 +0200
Thank you Jana!
Best regards,
Anat
On Tue, Dec 31, 2013 at 12:44 AM, Jana von Stein
<[email protected]> wrote:
> Hi Anat,
>
> I had a similar problem when using the i. option. I don't think ivreg2 can handle the 'categorical' specification (yet). So you'll need to put the dummies in the syntax, minus 1 dummy.
>
> Cheers,
> Jana
> On Dec 31, 2013, at 11:15 AM, "Anat (Manes) Tchetchik" <[email protected]>
> wrote:
>
>> Dear all,
>> I have an unbalanced panel of macroeconomic data on 35 countries over 17 years.
>> My analysis shows that time effects are jointly significant, as well
>> as indicated first order autocorrelation.
>> I
>> therefore ran the following command:
>> . xtivreg2 log_ss dem gini gdp i.year, fe cluster(country_code year) bw(1)
>>
>> I got the following error: factor variables not allowed
>> Shell I specify each year dummy (excl. one) or is there a different
>> problem here?
>> Any advise will be appreciated!
>> Anat
>>
>>
>> --
>> Anat Tchetchik, PhD
>> Department of Business Administration
>> Guilford Glazer Faculty of Business and Management
>> Ben-Gurion University of the Negev
>> P.O.Box: 653
>> Beer-Sheva, Israel, 84105
>>
>> E-mail: [email protected]
>> Phone 972-(0)8-6479735
>> Fax: 972-(0)8-6472920
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
--
Anat Tchetchik, PhD
Department of Business Administration
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105
E-mail: [email protected]
Phone 972-(0)8-6479735
Fax: 972-(0)8-6472920
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/