Hello, I am working on panel data, and my estimation in true the "Xtscc" , in one part of the robustness check I want in terms of adding the time trend as control. But my question is that as in the "xtscc" the time is added in the regression, so adding the time trend as control could be meaningless, so should I do in terms of country time trend?
this is the original my regression :
but in the time trend I did this but I recieved error:
I hope I receive your guidance.
Best regards,
this is the original my regression :
Code:
clear foreach v in "lntot_birth"{ foreach vart in "0" "1" "2" "3" "4" "5" { cd "D:\paper-thesis\MyProject - Copy/`v'" use "D:\paper-thesis\MyProject - Copy\dataset_fertility_paper (2).dta" xi: statsby _b _se e(r2_a), clear: xi: statsby _b _se e(r2_a), clear: xtscc d`vart'`v' l(0/2)dum_recession l(1/1)d0`v' i.year ,fe foreach var in dum_recession { gen t_`var' = _b_`var'/_se_`var' gen time = "obs`vart'" save d`vart'`v'.dta, replace } } }
but in the time trend I did this but I recieved error:
Code:
clear foreach v in "lntot_birth"{ foreach vart in "0" "1" "2" "3" "4" "5" { cd "D:\paper-thesis\MyProject - Copy/`v'" use "D:\paper-thesis\MyProject - Copy\dataset_fertility_paper (2).dta" xi: statsby _b _se e(r2_a), clear: xi: statsby _b _se e(r2_a), clear: xtscc d`vart'`v' l(0/2)dum_recession l(1/1)d0`v' c.year##c.year,fe foreach var in dum_recession { gen t_`var' = _b_`var'/_se_`var' gen time = "obs`vart'" save d`vart'`v'.dta, replace } } }
I hope I receive your guidance.
Best regards,