Hello all,
I work with panel data and use a nonnegative count variable as dependent variable (patent count) and a binary variable with two values (purpose) as independent variable.
As regression I use poisson with fixed effects. I tested for overdispersion, autocorrelation, multicolinearity and time-fixed effects. Everything except multicolinearity is present. My command looks like this:
xtpoisson pcount purpose `controls' i.fyear, fe vce(robust)
When I run the regression without i.fyear (which I want to use for the time-fixed effects), I get a significant result. However, when I run i.fyear as well, the regression table is simply empty and spits out no values (see table below).
Does anyone have an idea if I can fix time-fixed effects differently at -xtpoisson-, or why else it doesn't work?
If there are any other relevant tests for -xtpoisson- besides the ones mentioned above, I would appreciate info here as well.
Many thanks in advance,
Jana
------------------------------------------------------------------------------
| Robust
pcount | Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
purpose | -.0519881 . . . . .
cf | -3.47e-07 . . . . .
growth | -.1231627 . . . . .
lev | .0001373 . . . . .
rdi | -.0099032 . . . . .
capex | .0000163 . . . . .
adex | .0000519 . . . . .
os | -.0107794 . . . . .
|
fyear |
2007 | .0279703 . . . . .
2008 | .0257085 . . . . .
2009 | 18.35652 . . . . .
2010 | 21.86815 . . . . .
2011 | 23.40286 . . . . .
2012 | 24.13357 . . . . .
2013 | 24.62137 . . . . .
2014 | 24.82756 . . . . .
2015 | 24.96078 . . . . .
2016 | 25.02995 . . . . .
2017 | 25.12183 . . . . .
2018 | 25.07121 . . . . .
2019 | 24.84527 . . . . .
2020 | .2126817 . . . . .
------------------------------------------------------------------------------
I work with panel data and use a nonnegative count variable as dependent variable (patent count) and a binary variable with two values (purpose) as independent variable.
As regression I use poisson with fixed effects. I tested for overdispersion, autocorrelation, multicolinearity and time-fixed effects. Everything except multicolinearity is present. My command looks like this:
xtpoisson pcount purpose `controls' i.fyear, fe vce(robust)
When I run the regression without i.fyear (which I want to use for the time-fixed effects), I get a significant result. However, when I run i.fyear as well, the regression table is simply empty and spits out no values (see table below).
Does anyone have an idea if I can fix time-fixed effects differently at -xtpoisson-, or why else it doesn't work?
If there are any other relevant tests for -xtpoisson- besides the ones mentioned above, I would appreciate info here as well.
Many thanks in advance,
Jana
------------------------------------------------------------------------------
| Robust
pcount | Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
purpose | -.0519881 . . . . .
cf | -3.47e-07 . . . . .
growth | -.1231627 . . . . .
lev | .0001373 . . . . .
rdi | -.0099032 . . . . .
capex | .0000163 . . . . .
adex | .0000519 . . . . .
os | -.0107794 . . . . .
|
fyear |
2007 | .0279703 . . . . .
2008 | .0257085 . . . . .
2009 | 18.35652 . . . . .
2010 | 21.86815 . . . . .
2011 | 23.40286 . . . . .
2012 | 24.13357 . . . . .
2013 | 24.62137 . . . . .
2014 | 24.82756 . . . . .
2015 | 24.96078 . . . . .
2016 | 25.02995 . . . . .
2017 | 25.12183 . . . . .
2018 | 25.07121 . . . . .
2019 | 24.84527 . . . . .
2020 | .2126817 . . . . .
------------------------------------------------------------------------------
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