Using a regressor with zero variance in certain cross sections of a panel

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Frdmn
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Joined: Sat Aug 11, 2018 5:44 am

Using a regressor with zero variance in certain cross sections of a panel

Postby Frdmn » Sun Mar 10, 2019 6:35 am

Hello,

I wanted to know if there was a "smart way" of adding a regressor in panel regressions where: "if this regressor has zero variance in one cross-section, it is omitted".

For example, imagine that we regress electric demand for 40 countries and we add the variable electrification_rate in % to the list of regressors, in developped economies the rate will be 100% for all the sample and in this case, I would like to remove this regressor.

Thanks!

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