Steve,
Thanks for your suggestion. I have included country dummies by hand into my
(linear) cross-section model. The problem I've got is that some of those
country dummies get dropped, and I cannot have control over the dummies that
get dropped.
Any further suggestions will be more than welcomed!
Thanks,
Andrea
----- Original Message -----
From: "Steve Stillman" <[email protected]>
To: <[email protected]>
Sent: Saturday, October 15, 2005 2:48 AM
Subject: st: RE: controlling what variables to dropping?
> You can just create the fixed effects by hand (a dummy variable for each
pair of countries) and include them in your model (assuming it is a linear
model).
>
> Cheers,
> Steve
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Andrea
> Molinari
> Sent: Saturday, October 15, 2005 3:59 AM
> To: [email protected]
> Subject: st: controlling what variables to dropping?
>
>
> I am sorry about the confusing subject in my previous email. Here's the
one
> I intended to put
>
> Dear Statalisters,
>
> I have a simple question, but that I haven't been able to answer for some
> time...
>
> I have a bilateral trade (gravity) model, with pairs of countries as
> individuals. I want to estimate a model in cross-section that includes
> country fixed effects, but have not been able to control the dropping of
> some of these effects.
>
> Does anyone know of any command to tell STATA how to prioritise the
dropping
> of collinear variables?
>
> Any suggestions/ideas will be more than welcomed!
>
> Andrea
>
> Andrea Molinari
> DPhil candidate in Economics
> University of Sussex
> Department of Economics
> Arts Building E - office 517
> Falmer, Brighton BN1 9SN
> United Kingdom
>
> Tel: +44 (0) 1273 - 873538
> Fax: +44 (0) 1273 - 673563
>
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