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Mark Prince posted on Wednesday, June 23, 2010 - 10:09 am
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Hi I am running a GMM with 12 timepoints and I have two brief questions. 1. If a variable is in the usevariables list, but is not included anywhere else in the model, how does it impact the model? 2. If a variable is in an on statement with the class or with the intercept and trend variables, how does it impact the model? Would this be considered a time invariate covariate? For example: c1 ON gender; i s q ON gender; Thank you. |
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1. Any variable on the USEVARIABLES list is used in model estimation whether it is mentioned in the MODEL command or not. 2. Yes, gender is a time-invariant covariate. |
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