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st: Fixed Effects Model and Year Dummies
From
Drew Reed <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Fixed Effects Model and Year Dummies
Date
Fri, 13 Sep 2013 12:11:54 +0200
Hi,
I'm running a fixed effects regression on panel data. I am aware of
the fact that fixed effects models control for time invariant
characteristics, like that of country effects, etc. I am wondering,
however, if I should include year dummies in my regression. Are these
dummies time-invariant? Would Stata control for these in using the
xtreg, fe command and are there any tests that can be performed to see
if they should be included?
Thanks,
Drew
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