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RE: st: xtreg and constant drop


From   Cameron McIntosh <[email protected]>
To   STATA LIST <[email protected]>
Subject   RE: st: xtreg and constant drop
Date   Tue, 11 Aug 2009 22:55:25 -0400

Could it have been a reaction to falling into the dummy variable trap?
Cam

----------------------------------------
> 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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