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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Multicollinearity in fixed effects regressions |
Date | Wed, 14 Jul 2010 09:59:41 +0000 (GMT) |
--- On Wed, 14/7/10, Bin Dong wrote: > Thank you very much for your helpful reply. However, I have > checked my data again and again. I am sure that the > individual dummies are correctly created, and all time- > invariant variables are really constant We have all been there; we knew that somewhere there was a problem with our data (or .do file, or program, or whatever else we were working on) and we have checked and checked and checked again and we could not find the problem. It is frustrating. The best advise I can give you is to let this problem rest for a while, focus on another part of your project or a different project, and in a couple of days start again fresh. > Furthermore, as you know, the introduction of individual > dummies is believed to be an effective approach to > estimate the FE model. That is actually not true in general as I mentioned before. Good luck, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/