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From | Nick Cox <n.j.cox@durham.ac.uk> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Dropped Dummy Variables |
Date | Wed, 6 Jun 2012 17:12:47 +0100 |
This isn't (obviously) a problem. Stata pointed out that what you offered as a model needs to be revised. Nick n.j.cox@durham.ac.uk Jason Hecht I created a set of country and sector dummy variables using the Data\Create or change data\ etc. function. Now the problem is that when I include, say, "USA" to denote a firm located in the US, I get the following message: note: USA dropped from div() because of collinearity note: USA dropped because of collinearity I am using the above dummy variables in an equation estimated with "xtabond." * * 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/