Dear Statalist,
I would be grateful if you could inform me about the
following problem:
I am analyzing an experimental panel dataset
comprising the measurements on 15 experimental units
in 7 time points (no missing values) and I am using
xtreg, random effects modeling (the latter being
appropriate according to the Breusch & Pagan Lagrange
multiplier test). My independent variables are two:
time (treated as continuous variable) and the main
factor (dichotomous variable, two subgroups of almost
equal size). Xtreg yields statistically significant
results, which are obvious even at the phase of
descriptive statistics. But the problem is: does my
number of observations (15 individuals * 7
observations per individual =105) yield valid results?
Is it acceptable to run xtreg in such a, comparatively
small, dataset?
Of course, 105 observations would be sufficient for
ordinary linear regression analysis, but given the
very limited number of individuals (15 experimental
units) in my dataset, I do not know whether this
represents a violation of the backgroung assumptions.
Is there a strict, or even empirical, formula giving
the minimum sample size (n units, p time points, so
n*p dataset) for bivariate, trivariate with / without
interaction, and multivariate xtreg analysis?
Please provide me with the appropriate references, if
they exist.
I thank you in advance.
PS. I have browsed the whole Statalist archive, and I
discovered only one relevant question (February 2005,
Mu Xu), but there was no response available online.
T.S.
University of Athens, Greece
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