----- Original Message -----
From: "Lihong Yun" <[email protected]>
To: <[email protected]>
Sent: Tuesday, September 09, 2003 10:51 AM
Subject: st: individual dummy
> Dear statalist,
>
> I hereby request a favour for helping find the references to address the
> following problem.
>
> I perform cross-section time series for 160 3-digit industry for a peiod of
> 3-4 years. It looks that the individual dummy is not singificant in the
> estimation, and there is not F-value for the related regression.
>
> May you kindly make some suggestion and how can test the significance of
> the individual dummy.
>
> Thank you for your kind attentions,
>
> lihong
>
Both -areg- and -xtreg, fe- will display an F-test that all individual dummy
variables are zero for cross-section time series models.
Scott
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