Monday, March 13, 2006

Re: st: xtreg vs reg w/ dummies

Thanks Austin,

One of the fixed effects was being dropped, I just had not noticed. I appreciate the 2nd part as well. I figured there must be something like that going on behind the scenes.

thanks again

scott

On 3/13/06, Austin Nichols <austinnichols@gmail.com> wrote: > Did you check that the set of new_attid effects was complete? I.e. > was one of the fixed effects dropped instead of pitt being dropped? > There should be 1092 coefficients listed: _Inew_attid_2-1093. Is there > variation in pitt across time within each panel? > > It is possible that collinearity can produce a dropped variable in one > command and not another, since Stata checks for collinearity by > checking for full rank conditions within certain tolerances, and the > matrices checked can be different in different commands, but I would > expect the standard errors to look very suspicious in Model 2 in that > case, and the SE on pitt (.1575) does not look near infinity at all in > Model 2.

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