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From | Nima Darbari <[email protected]> |
To | [email protected] |
Subject | st: Dropping two time dummies |
Date | Sun, 23 Feb 2014 11:03:52 +0100 |
I am estimating a panel regression (371 firms*215 months) with firm fixed effects using xtreg, the thing is when I add time dummies to account for time fixed effects, two of the time dummies are omitted due to collinearity, shouldn't it be only one? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/