Dear Listers
Can i run the following panel regression with fixed effect ?
y(i,t)=constant+ w(i)' * alpha + x(i,t)'*beta+u(i,t)
where w(i) is a vector of individaul specific but time invariant
variables
x(i,t) is individual & time variant
u(i,t) is the residual term
the command i used is : xtreg y w x, fe
stata dropped the w(i) automatically in the regression, why?
thanks
Lee Chuntao
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