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st: absorbing a catagorical variable in panel data regression
From |
"Christer Thrane" <[email protected]> |
To |
<[email protected]> |
Subject |
st: absorbing a catagorical variable in panel data regression |
Date |
Sun, 28 May 2006 10:30:51 +0200 |
Hi,
My observations are person-years and my aim is to see how various
time-constant and time varying variables affect annual earnings.
In this respect I want to control for the variable occupation, which has 200
values (i.e., occupation titles). In a cross-sectional regression, I would
use -areg- with the "absorb" option (I don't need 199 coefficients, but only
the F-test from ther inclusion), but I have not found a similar command
for -xtreg- or -gee-.
Any pointers are appreciated! Thanks in advance!
Christer
************************************************
Professor Christer Thrane
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 53 04 (phone, home)
E-mail, work: [email protected]
E-mail, home: [email protected]
************************************************
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