I am running a fixed effect panel regression with 81 groups x 20 periods, so approx 1620 (unbalanced) observations.
I use the following to create dummies:
*create timedummy tabulate refper, generate(refdummy)
which to visual inspection looks fine. But when running the
xtreg, it removes 6 time dummies due to collinearity. Can anyone explain what is happening here?