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Valeriano said
What about dummy invariant variables? If I run panel fixed effects
they will disappear. Will it occur using SUREG? Dummy invariant
variables are important in my model and I have some.
If you lie to Stata about how the panel is set up, it will run
xtreg,fe with fixed effects by time rather than unit. In that context
unit-specific variables (that do not vary over time) will be
admissible. E.g.
webuse grunfeld, clear
tsset year company
xtreg invest mvalue i.company, fe
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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