Hi,
I am not sure what you mean by "my result dramatically get worse." Is there multicollinearity between the time dummies and other predictors? You may want to have a look at this paper:
Phillips, J.A., & Greenberg, D.F. (2007). A comparison of methods for analyzing criminological panel data. Journal of Quantitative Criminology, 24(1), 51-72.
Cam
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> Date: Sun, 23 Aug 2009 04:31:56 -0700
> From: [email protected]
> To: [email protected]
> Subject: st: Requesting for help
>
> Dear officer
>
> I was wondering your help for my situation
>
> I am running a fixed effect regerssion for sample of 27 countries which are Sub sahara African countries for the 15 years 1993-2007. I am following one paper to model my specification .the paper has included time dummies in all the specification. however when i included time dummies my result dramatically get worse and moreover all time dummies are insginificant. so can you suggest me any solution ,help??
> PS: my regression looks like
> xtreg lnGDP lnTrade Year dummies,fe i(countryid)
>
>
>
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
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