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From | "Venkiteshwaran, Vinod" <Vinod.Venkiteshwaran@tamucc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Regression with Year Dummy Variables |
Date | Tue, 23 Aug 2011 17:30:44 +0000 |
Thank you. The variable that is collinear with the year dummies is actually variable t= hat has constant values in each year (it is different in each year but the = same value for each of the years) and hence is perfectly linearly predicted= by the year dummies. What is the implication when the dropped dummies are = at either end of the sample, that is first and last year? * * 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/