I am estimating the following model using fixed effects including linear time trends.
Code:
xtreg lemp lunion lunemployment lfertility lyouth i.year i.id##c.year, fe vce(cluster id)
Code:
xtivreg lemp lunion lunemployment lyouth i.year (lfertility = lagfertility), fe vce(cluster id)
When I try to include the linear time trend i.id##c.year the following message is displayed:
Code:
independent variables are collinear with the panel variable id
0 Response to 2SLS with linear time trend.
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