Hi everyone,
I am a beginner of Stata and also novice economists
with little knowledge of statistics and econometrics.
So, sorry for my simple questions. I am doing my
research now with a panel data set and trying to apply
a causality test. I have run xtreg on a dynamic panel
data, but my dataset contains many missing
observations. My question is should I drop all these
observations for the consistent and efficient
estimates? Regarding the causality test, I have read
that to avoid the bias and inconsistency caused by
heterogeneity I should use a mixed fixed and random
effect model. However, as I am new to Stata I do not
know which Stata command could do this. I have tried
to find in help and also on the Statalist archive but
could not yet find the answer.
Thanks alot for any help and advice.
Binh
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