I try to do an xtreg fixed effect including a
variable that represents the year of the data
observation. I assume the coefficient on this should
be an an average time trend. The coefficients I get
are plausible, but the "constant" blows up weirdly --
to a level much higher (or lower) than the average of
the dependent variable could possibly be.
Anyone know why?
Anyone know how to impose a time trend (or better,
several time trends for several subgroups) within the
context of a panel FE model?
Thanks,
David
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