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Re: st: RE: RE: estimation with a time trend.
From
natasha agarwal <[email protected]>
To
[email protected]
Subject
Re: st: RE: RE: estimation with a time trend.
Date
Mon, 5 Jul 2010 17:30:07 +0100
On Mon, Jul 5, 2010 at 5:29 PM, natasha agarwal
<[email protected]> wrote:
> On Mon, Jul 5, 2010 at 5:22 PM, Maarten buis <[email protected]> wrote:
>> --- On Mon, 5/7/10, natasha agarwal wrote:
>>> The results with the time dummies showed that the
>>> estimated coefficients on the time dummies was
>>> increasing over time.
>>>
>>> So I decided to introduce one a time variable like a trend
>>> which is shown as before.
>>
>> OK, in your fixed effects model without interactions
correct me if am wrong without interactions here you mean interactions
with the time trend?
you
>> could just as well have used your original year variable
>> as it is demeaned anyhow.
>>
>> In general, it is good practice to make sure that the value
>> 0 happens at a meaningful point in time, but you should
>> not use -egen group()- for that, rather you should just
>> subtract your 'midpoint' or 'reference year'.
>
> I will keep in mind and be more careful for introducing the time trend
> in the estimation and also be very careful with the reason and
> interpretation and the usage of -egen group- command especially that 0
> does happen at some point in time.
>
>
>> -- Maarten
>>
>> --------------------------
>> Maarten L. Buis
>> Institut fuer Soziologie
>> Universitaet Tuebingen
>> Wilhelmstrasse 36
>> 72074 Tuebingen
>> Germany
>>
>> http://www.maartenbuis.nl
>> --------------------------
>>
>>
>>
>>
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>>
>
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