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RE : st: Fixed-effects, unbalanced panel and time-invariant variable
From |
"PETITT Barbara" <[email protected]> |
To |
<[email protected]> |
Subject |
RE : st: Fixed-effects, unbalanced panel and time-invariant variable |
Date |
Tue, 17 Oct 2006 16:52:12 +0200 |
Thanks, Vera. Did you get my other message about the computation of the standard errors for xtfevd? Somehow, it looks like the coefficient are fine, but the standard errors and the t-stats are weird. Thanks again. Barbara.
-----Message d'origine-----
De : [email protected] [mailto:[email protected]] De la part de Vera Troeger
Envoy� : mardi 17 octobre 2006 16:12
� : [email protected]
Objet : Re: st: Fixed-effects, unbalanced panel and time-invariant variable
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.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
>
--
Vera E. Troeger
Lecturer in Political Science
Government Department
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK
phone: +44 (0)1206 872509
email: [email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/