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st: fixed effects with multicollinearity
From
"Reddy, Colin" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: fixed effects with multicollinearity
Date
Fri, 29 Jul 2011 08:04:18 +0000
Dear Listers
I have variables that have high multicollinearity due to interaction terms. Do I have to mean centre these explanatory variables (or all of them, even the controls) even though the within fe estimator does mean centering automatically?
Colin
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