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st: D-K FE model and time invariant variable


From   Emmanuelle Lavaine <[email protected]>
To   [email protected]
Subject   st: D-K FE model and time invariant variable
Date   Mon, 27 Jan 2014 13:35:21 +0100

can you help me with that?
Dear Statalist members,

I am using Driscoll and Kraay standard errors with fixed effects (within) regression (xtscc, fe).
My dataset is at the county and yearly level.
I have a time invariant variable which is excluded when doing the fixed effect standard model (xtreg,fe).
However this variable remains when using xtscc, fe.
Can you tell me how come my variable which is excluded in the FE model because it does not vary within TIME, shows up in the D-K FE model?
Thank you very much,
Emma


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