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Re: st: fixed effects on PCSE model


From   "joel miller" <[email protected]>
To   [email protected]
Subject   Re: st: fixed effects on PCSE model
Date   Mon, 27 Feb 2006 21:43:56 +0000

Thanks David, that�s good to know.

But, do you know what choice of models I do have when dealing with a small T and an N that is much larger than T? I am keen, from a theoretical point of view, to use a fixed effects approach, and I had read that Beck Katz model would be better for my situation than the Park model. Should I just be thinking OLS fixed effects?

Thanks,

Joel.



From: David Greenberg <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: Re: st: fixed effects on PCSE model
Date: Mon, 27 Feb 2006 16:34:16 -0500

Panel-corrected standard error estimation is called for when the number
of time points is large, and the number of cases is small. That is not
your circumstance, and themethod of analysis you have chosen is
inappropriate. David Greenberg, Sociology Department, New York University.

----- Original Message -----
From: joel miller <[email protected]>
Date: Monday, February 27, 2006 10:14 am
Subject: st: fixed effects on PCSE model

> I�m doing some TSCS modeling on police activity data that has 42
> separate
> police areas, and about 6 or 7 time points. I�m thinking that PSCE
> models
> are most appropriate here (though I�d welcome any comments or
> detractions
> from this). I�m also keen to try these models with unit fixed effects.
>
> My key question is, does Stata have a default commands to create
> and include
> dummy variables in the .xtpcse commands, or will I have to create
> my own
> dummies. In other Stata PCSE I know how to build in fixed effects,
> but I
> haven�t found syntax for this with the .xtpcse modelling procedure.
>
> Thanks,
>
> Professor Joel Miller
> University of M�laga, Spain
>
>
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