Physics08
01-27-2011, 01:45 PM
Hi,
Im trying to run a regression with 400 dummy variables. I created 400 dummy variables but when I run a regression of Stata on those 400 dummy variables (with the 'noconstant' option), Stata automatically drops 50 or so dummies (there is no collinearity problem). I know xtreg or areg would be a better way to do this but was wondering if anyone knows how to fix this problem and get the coefficients for all 400 dummies.
Thanks
Im trying to run a regression with 400 dummy variables. I created 400 dummy variables but when I run a regression of Stata on those 400 dummy variables (with the 'noconstant' option), Stata automatically drops 50 or so dummies (there is no collinearity problem). I know xtreg or areg would be a better way to do this but was wondering if anyone knows how to fix this problem and get the coefficients for all 400 dummies.
Thanks