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Re: st: Trends and Time dummies
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Trends and Time dummies
Date
Mon, 12 Sep 2011 06:13:28 -0400
Vinod <[email protected]>:
As I said in
http://www.stata.com/statalist/archive/2011-09/msg00291.html
if you
add year as a regressor to measure the average trend, the year
dummies then measure deviations from trend.
On Sat, Sep 10, 2011 at 5:42 PM, Venkiteshwaran, Vinod
<[email protected]> wrote:
> 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
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