Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Question about entity fixed effect and time fixed effect

    Hello everyone, my name is Andy, I'm new here. I had a problem while working on my final essay, the essay is about how juvenile crime rate gets affected by high school graduation rate and adult crime number. I collected panel data about 31 states from 2008-2014, which are 217 observations. I also added another two control variables which were state income and total juvenile population. Fitst I ran a entity fixed effect regression, and the t-values of all my independent variables are statistically significant, then I ran the time fixed effect regression, there was only one variable significant at 10% level, I didn't change any of my data, so I want to know the reason why this happened, I attached my regressions below, thanks! fe.docx

  • #2
    Andy:
    please see attachment policy (as per FAQ) and how to share with the list what you typed and what Stata gave you back (as per FAQ again). Thanks.
    Kind regards,
    Carlo
    (Stata 18.0 SE)

    Comment


    • #3
      What this suggests is that a lot of what is going on is common across entities and varies with time. With time dummies, you're looking at the effect holding time constant. You hold different things constant, you get different parameter estimates.

      Comment

      Working...
      X