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Values of all the variable in my panel data regression are coming out to significant except one. I cannot remove that variabe as it is important. How should I solve this issue?
kindly help
Pragya:
welcome to this forum.
Without further details, the trivial advice would be to keep that variable, since getting the highest number of statistical significant coefficients is by no means the goal of any regression model.
Please, take a look at the FAQ on how to post more effectively. Thanks.
Just as a side note, after Carlo's insightful advice: the fact the a non-significant variable is taken as an "issue" prompts the reader to highlight another potential "issue", which may well be a fishing expedition.
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