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From | Gordon Hughes <G.A.Hughes@ed.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Quantile regression with fixed effects and first differences |
Date | Mon, 09 May 2011 22:49:45 +0100 |
Why then, do you want to estimate a model with individual fixed effects? This is equivalent to assuming that each individual unit displays some fixed growth component (linear or logarithmic depending on your dependent variable) over all years. This is a pretty odd specification, especially as your year fixed effects imply that there is some systematic component of growth rates for different years.
If you really want to have individual fixed effects in growth rates, the obvious way round your problem is to take first differences of fDepVar, but I doubt whether that is a sensible model.
Gordon Hughesg.a.hughes@ed.ac.uk
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