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Thread: Linear regression time dummies

  1. #1 Linear regression time dummies 
    Forum Freshman
    Join Date
    Jan 2012
    Posts
    16
    Hello,

    I've estimated linear model regression time dummies' coefficients using "adjacent periods" approach for 5 year period (b1 = -0.5, b2= -15, b3 = -2, b4 = -19), . Now I would like to estimate percentage change between years by using initial year as a base period.

    How to do this? My guess is that I need to use some weights?

    Any guidance would be appreciated.

    Best regards.


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