Could it have been a reaction to falling into the dummy variable trap?
Cam
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> From: [email protected]
> To: [email protected]
> Date: Tue, 11 Aug 2009 20:35:17 -0400
> Subject: st: xtreg and constant drop
>
> I'm currently using xtreg to estimate a regression on a TSCS dataset. In the past, I've often had variables automatically dropped by Stata due to multicollinearity. This time, though, the constant was dropped in one of my models. I'm not sure why this would happen. Any thought? Thanks!
>
> Jeff
>
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