Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: control multicollinearity in the panel data
From
May Ster <[email protected]>
To
[email protected]
Subject
st: control multicollinearity in the panel data
Date
Mon, 11 Jul 2011 18:34:48 +0100
Dear Statalist,
I've run regressions on the panel model: the 2-way fixed effects model which
Panel ID = 90, Time = 38 years
Initially, the regression is of this form;
Ln(X) = constant + time effects + fixed effects+ B1Ln(Y1) + B2Ln(Y2)
+…+ B7Y(7)+B8( Dummy1)
+B9(Dummy2)+ B10(Dummy3)+ error terms
All parameter estimated are highly significant at 99% . FYI, the
estimates on dummy variables are
B8 = 11.508154***
B9 = 11.997193***
B10 = 9.5665013***
However, when I take a look at the time effects estimated it seems
strange starting at the time ; T23 until T38 . Briefly, the time
effects estimated are ;