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From | "Christer Thrane" <ch-thran@online.no> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Re: Time invariant variables and panel data |
Date | Sat, 27 May 2006 18:38:38 +0200 |
I have incidentally found that panel data models (as far as I found the Statalist, xtreg with -FE option)
cannot have time invariant variables and will be automatically omitted when included.
In a general sense, then all xt- models (including xtgee) cannot have time invariant variables?
Or in what instance does this fact come in effect?
Second, then does this mean that I cannot use time invariant variables (like sex (M/F)) even
when these variables may be important?
I have two books about panel data (Twisk, and Sophia Rabe-Hesketh) but did not find this fact.
Is it written in these books?
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