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From | Emmanuelle Lavaine <Emmanuelle.Lavaine@univ-paris1.fr> |
To | statalist@hsphsun2.harvard.edu |
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 -- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve. * * 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/