Mark,
The Hausman test is rejected, I cannot use RE. Thanks.
Barbara.
________________________________
From: [email protected] on behalf of Schaffer, Mark E
Sent: Tue 10/17/2006 5:12 PM
To: [email protected]
Subject: st: RE: Fixed-effects, unbalanced panel and time-invariant variable
Barbara,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> PETITT Barbara
> Sent: 17 October 2006 14:47
> To: [email protected]
> Subject: st: Fixed-effects, unbalanced panel and
> time-invariant variable
>
> 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 vector decomposition
> (xtfevd), but does it work for unbalanced panel?
> Otherwise, is there any alternative?
Maybe I am missing something obvious, but why won't the standard random
effects estimator work for you? -xtreg,re- etc.
--Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
> Thank you.
>
> Barbara.
>
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