st: Micro and Macro Variables in Panel Data

["REINERTSON,M YVONNE" <myvonne@ufl.edu>]

Dear Statalisters,

I have gained greatly by reading this list over the years while 
completing my college core courses (possibly more than I gained 
from my various stat classes). However, now that I am an active 
researcher, and devoted Stata follower, I need some guidance. In 
addition, someday, after completing enough of a rather steep 
learning curve, return the favor by contributing to the list.

Problem to Solve: I am working on research that involves a panel 
data where the LHS response variable is an individual specific 
microeconomic variable while the RHS explanatory variables are all 
macroeconomic variables common to each panel. Obviously, Stata is 
not able to break out the relationships with this panel data 
structure.

Solutions Attempted: I am currently studying chapter eleven in 
Kmenta, 1986, �Elements of Econometrics� to see if I can use an 
indicator variable specific to each individual in an interaction 
term with the macroeconomic variables. Something like Y(i,t)=B(0) 
+ B(1)I(i)X(t) +�+e(i,t)

Questions: (1) Statalist Archives: There have been previous 
threads on Statalist concerning this research problem, but I have 
not been able to search out any useful past postings. Does anyone 
remember this topic being discussed? If so, do you remember the 
Stata solutions?; (2) Literature Research: What are some 
literature references that I could research on this topic?

My field of study is economics; however, the references that you 
recommend need not be. I�m really looking for technique guidance, 
which can come from any field of research.

Version: Stata 7 (final update)
OS: WindowsXP

Thanks,

Yvonne

M. Yvonne Reinertson
University of Florida, PhD Candidate
myvonne@ufl.edu


--
REINERTSON,M YVONNE


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