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Re: st: RE: Areg, absorb
From
emanuele mazzini <[email protected]>
To
[email protected]
Subject
Re: st: RE: Areg, absorb
Date
Mon, 11 Apr 2011 15:48:40 +0200
Exactly country1 country2 and year.
2011/4/11 Nick Cox <[email protected]>:
> Everything depends on whether you want dummies for _combinations_ of
> -country1-, -country2- and -year-.
>
> What precisely defines a panel?
>
> Nick
>
> On Mon, Apr 11, 2011 at 1:30 PM, emanuele mazzini
> <[email protected]> wrote:
>
>> I tried that but doesn't really work. Curiously, Stata reports
>> insufficient observations. That's kind of strange, however.
>>
>> 2011/4/11 Jan Bryla <[email protected]>:
>>> Would it not be possible for you to first generate group id's based on country1 country2 and year, and then use -areg- to control for each group? I think that would capture the desired effects.
>>>
>>> In that case it would be something like:
>>>
>>> Egen id=group(country1 country2 year)
>>> Areg ..., abs(id)
>>>
>>> /Jan Bryla
>>>
>>>
>>> -----Original Message-----
>>> From: [email protected] [mailto:[email protected]] On Behalf Of emanuele mazzini
>>> Sent: 11. april 2011 13:33
>>> To: [email protected]
>>> Subject: st: Areg, absorb
>>>
>>> Dear all Stata users,
>>>
>>> I am trying to work out a regression with panel data in which I have
>>> to control for country1, country2 and year.
>>> I tried to ran a regression after creating a dummy for all three of
>>> them and obviously in the result Stata reports the estimates of all
>>> the dummies I created which I do not want to show in the output of the
>>> regression. I tried to get the same result with the command: areg...,
>>> absorb(varname) but the point is that areg does not allow me to
>>> include more than one variable, and in this case I would need three.
>>> Hence, my brief question is: is there a way to include in the
>>> regression the fixed effects for country1, country2 and year without
>>> Stata showing all the coefficients of the dummies I create?
>
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