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]
RE: st: Trends and Time dummies
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: Trends and Time dummies
Date
Sat, 10 Sep 2011 17:51:24 -0400
Hi Vinod,
This paper should be be helpful:
Phillips, J.A., & Greenberg, D.F. (2007). A comparison of methods for analyzing criminological panel data. Journal of Quantitative Criminology, 24(1), 51-72.
It discusses pooled cross-sectional and growth models as special cases of a more general framework, and has a solid treatment of time dummies and time trends.
Cam
----------------------------------------
> From: [email protected]
> To: [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/
*
* 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/