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| From | Stas Kolenikov <skolenik@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Why does streg allow both state fixed-effects and time invariant state variables? |
| Date | Fri, 19 Feb 2010 13:01:23 -0600 |
Nonlinearity of the survival models may also help identifying these state-level variables. (I goofed off the first time, of course; just did not get the point exactly.) I am running a Gompertz survival model with no time varying variables. I am >> looking at mortality within states and I include indicator variables for >> each state. In one model, I accidently included both the state indicator >> variable AND a state level variable. In the OLS world that would be a case >> for perfect collinearity and the coefficient on the state-level variable >> would not have been estimated, but in this case it was! My gut tells me that >> the estimates are wrong/uninterruptable statistical garbage... Am I right ? >> > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/