Dear Statalisters: I thought I read on the list not so long ago someone who
said that when estimating FE one shouldn't drop groups that do not have
variation (I looked for it in the archive but couldn't find it). Did I
invent this? At any rate, could someone tell me what is the 'best'
procedure, keeping all groups or only the ones that have variation, and what
is the logic for the answer. I would also appreciate it if someone could
point me to a book or article that spells this out in writing.