I am sorry if this topic has come up before - however, I did searched for an answer and failed. My question is very straight forward:
If I am using fixed effects model is it okey to include individual-invariant, but time-variant variables?
I am estimating the following model:
Code:
xtreg y x1 x2 x3, fe vce(cluster clustervar)
If it is okey to do so, should I worry about potential multicollinearity?
Thank you.
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