Dear all,
When using the Mundlak procedure, if one wishes to include year fixed effects (i.e. a dummy variable for each year except one) to control for year-specific shocks, should one also include the mean of each year's dummy variable? If I use the "mundlak" command, stata automatically includes these means when I have year dummies as right-hand side variables. However, I'm not sure if this is correct.
Thank you!
Related Posts with Mundlak procedure
What Estimation Method to use? (PSM, Probit, Logit, Heckman)Hi all, I'm currently writing my thesis in Finance on the explanatory power of ESG scores on the de…
Qqvalue: q-values the same as p-valuesHello, I am using Stata 15.1. I ran a GLM in svy, and then used parmest to generate an output datas…
Second minimum dateI have different date variables and want to find the second minimum date. That is when you order the…
Populating month level data from annual level data for the same observationsI have a dataset which has both month level data and annual level data over a period of 10 years for…
Interpreting time-varying coefficients in a fixed effects regression using SEM (as in xtdpml)I've estimated a fixed effects model within a structural equation modeling (SEM) framework, inspired…
Subscribe to:
Post Comments (Atom)
0 Response to Mundlak procedure
Post a Comment