Hello,
I have a dataset with several countries and quarterly values.
i' m running the following regression where i want to control for time (quarter) effects.
Xtrifreg Y X1 X2 X3, fe i(country_) q(10)
My doubt is that i don't understand the difference between the following issues to calculate the appropriate dummies:
1 - estimate the regression using only 4 dummies (one for each quarter). In that case i'll have: xtrifreg Y X1 X2 X3 dum1 dum2 dum3 dum4, fe i(country_) q(10)
2 - estimate the regression using several dummies for each quarter of each year. For example 1980q1, 1980q2, 1980q3, 1980q4, 1985q1, 1985q2 and so on. In that case I will have;
xtrifreg Y X1 X2 X3 dum1980q1 dum19080q2 dum1980q3 ...dum2013q1, fe i(country_) q(10).
Can you help me to understand the difference between these two approaches and which one is better to use?
thank you in advance.
best regards
Related Posts with Dummies time fixed effects
Adding error bars to bar graphHi all, can someone please assist me with how to add error bars to the bar graph attached. Thanks. …
Removing unnecessary observationsHello, I have data containing on retail investor trading (see below). The data set consists of trad…
Reshape wide to longHi I have a question using the code -reshape-. For each year denoted by alphabet 'a' to 'd'. Ex) 20…
List values of one variable in blocksDear Stata users, I have a name list, and I want to list these names in blocks according to a crite…
Create two-way line graph with shaded confidence intervals from dstdize resultsHello, I am struggling to create a simple, two-way line graph representing the results from my stand…
Subscribe to:
Post Comments (Atom)
0 Response to Dummies time fixed effects
Post a Comment