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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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