Dear experts,

Using STATA, I have performed fixed effect model for my panel data (7 years, 1000+ obs), since my Hausman test indicates a value of (Prob>chi2 = 0.0000). When I add a dummy variable to observe the country effect on the model, it always get omitted. Country effect is very important to my study, as if its showing significant levels, it will allow me to consider the target variables at the country level later.

Please note that: I have two countries only, and another dummy variable in this analysis.

Would you suggest any idea to get this dummy variable included in the FE regression.

Thanks,

Hamza

Using STATA, I have performed fixed effect model for my panel data (7 years, 1000+ obs), since my Hausman test indicates a value of (Prob>chi2 = 0.0000). When I add a dummy variable to observe the country effect on the model, it always get omitted. Country effect is very important to my study, as if its showing significant levels, it will allow me to consider the target variables at the country level later.

Please note that: I have two countries only, and another dummy variable in this analysis.

Would you suggest any idea to get this dummy variable included in the FE regression.

Thanks,

Hamza

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