Re: st: Fixed-effects, unbalanced panel and time-invariant variable

[Vera Troeger <vtroe@essex.ac.uk>]

xtfevd does work for unbalanced panels in the same way as fe.
Vera

PETITT Barbara schrieb:
> Hello,
>
> I have an unbalanced panel (for some firms, I have three years of data,
> for others, two years or even only one year). One of my independent
> variables is a time-invariant variable and with fixed-effects models,
> its gets dropped. I contemplated using the fixed effects vectorxtfevd
> decomposition (xtfevd), but does it work for unbalanced panel?
> Otherwise, is there any alternative? Thank you.
>
> Barbara.
>
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--
Vera E. Troeger
Lecturer in Political Science
Government Department
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK

phone: +44 (0)1206 872509
email: vtroe@essex.ac.uk


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