st: Hausman-Taylor estimator

["Ejebu, Ourega-Zoe" <oejebu@abdn.ac.uk>]

Hi there,
I am running a Hausman-Taylor estimator because most of my independent variables are time-invariant; (hence I cannot use a fixed-effect model). The variables in brackets correspond to the time-invariant parameters.
The model is as follows:

xthtaylor Weekly_alcohol_unit hhincome2 hhincome3 hhincome4 hhincome5 hhincome6 hhincome7 hhincome8 Intermediate Routine_Manual Total_number_of_adults Household_with_children5 Age3040 Age4050 Age5060 Age60p Household_alcohol_level2 Household_alcohol_level3 Year_of_purchase2 Year_of_purchase3 if PPU_adjusted_for_inflation <0.50 , endog(hhincome2 hhincome3 hhincome4 hhincome5 hhincome6 hhincome7 hhincome8 Intermediate Routine_Manual Total_number_of_adults Household_with_children5 Age3040 Age4050 Age5060 Age60p)


However I obtain the following error message:
There are no time-invariant exogenous variables in the model.
If you have those variables specified, they may have been removed because of collinearity.


Please,could you tell me why does this occur and if there a way around it?

Thank you

Kind Regards,

Ourega-Zoé Ejebu
Research Fellow
Health Economics Research Unit (HERU)
Polwarth Building
University of Aberdeen
Tel: 01224 437893
Email: oejebu@abdn.ac.uk



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