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: Trends and Time dummies
From
"Venkiteshwaran, Vinod" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Trends and Time dummies
Date
Sat, 10 Sep 2011 21:42:37 +0000
The following question is not really a Stata syntax/programming related but more of a statistical logic type query.
In pooled cross-sectional time series data what is the effect of including both a trend and year dummy variables?
Specifically can the coefficients on the year dummy variables thus obtained be related to a model without the trend but just the year dummies?
Any useful references that I can look up would be extremely helpful.
Thank you
Vinod
*
* 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/