Bin,
I am new to this area of econometrics. I don't know what would happen if
you tried to estimate the PA model with fixed effects.
Couldn't you test the significance of the dummy variables to choose
between the models?
--Alex Cavallo
Managing Consultant
Navigant Consulting, Inc.
175 West Jackson, Suite 500
Chicago IL 60604
[email protected]
(312) 583-5787 direct
(312) 583-5700 main
(312) 583-5701 fax
Thank you for your idea.
However, I noticed that xtgee only gives out Population Averaged estimator
instead of fixed effect or random effect.
I am not sure if Population averaged estimator is appropriate.
In addition, do you have any idea on comparision between these two models?
Can I do any test to make a choice between these two after the regression?
thank you very much
You really give me a lot of help.
Best,
Bin Sun
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