I have a question of if it is reasonable to use decadal dummies as time fixed effects in quinquennial data (which I read from a paper). The data in question are arranged as the average of every five-year period. That paper does not use quinquennial dummies as time effects. Instead, it uses decadal dummies. So could I ask if this treatment is econometrically reasonable or appropriate? And what is the rationale behind this treatment?
If this treatment is okay, can I set decadal dummy as shown in the following sample data? period stands for quinquennial period and dummy1-7 stand for decadal dummies. So there are 14 quinquennial time points (the variable period has 14 observations) and 7 decadal dummies (e.g. period 1 and 2 constitute the first decade).
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float period byte(dummy1 dummy2 dummy3 dummy4 dummy5 dummy6 dummy7) 1 1 0 0 0 0 0 0 2 1 0 0 0 0 0 0 3 0 1 0 0 0 0 0 4 0 1 0 0 0 0 0 5 0 0 1 0 0 0 0 6 0 0 1 0 0 0 0 7 0 0 0 1 0 0 0 8 0 0 0 1 0 0 0 9 0 0 0 0 1 0 0 10 0 0 0 0 1 0 0 11 0 0 0 0 0 1 0 12 0 0 0 0 0 1 0 13 0 0 0 0 0 0 1 14 0 0 0 0 0 0 1 end
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