Need help dummies and trends urgent

[mandrake]

Hey

I have a panel data set. There are 15 cross sections, countries. There are 11 time periods, 1998 to 2009.

My first question is, i have a dependent variable gendergap, how can i make a trend on this so that i can include it in the regression ? I know how to detrend the variable, but i want to be able to use the trend variable in the regression. Anyone? I have panel data by the way. It is organised like this:

austria 98 obs
austria 99 obs
austria 00 obs
.
.
.
.
belgium 98 obs
belgium 99 obs

and so on for each of my variables. Every variable have their own series which is coded like mentioned above. How can I make dummy variables for each country and each year? I tried, and I thought that I was succsessful, but then I got uncertain. When i included the dummy variable for the years in addition to a dependent an independent and an intercept, the coefficient on the independent changed when i was either including the dummies or not. Arent the dummies supposed to only report extra information, and not change the coefficient on the independent variable?

Example regression: ls gendergap c gdp d99 d00 d01 d02 d03 d04 d05 d06 d07 d08 d09

and just this regression: ls gendergap c gdp

These two regressions give different coefficients on the gdp variable, is that right?

Also, having panel data, how can i include fixed effects in my regression`? Also, any opinions on how to check multicollinearity in a panel data set`?

Does my structure of panel data look ok to you? I realise that this is many questions, but please help me with as many as you can. It\s pretty urgent. I can also send my dataset to someone if needed. Any help is appreciated.

Edit: I added my eviews workfile also. Please help.

Sincerely,
Christian

[startz]

Including dummy variables generally does change the other coefficients.

[mandrake]

Anyone?