Which software are you using? -xthtaylor- for Stata 9.2 also works with unbalanced panels, and I think it is since its introduction in Stata 8
Nicola
At 02.33 18/10/2007 -0400, Seema Bhatia wrote:
>Dear All
>
>If I want to compute a regression using the Hausman Taylor Estimator, what
>sort of changes do I need to make to adjust for an unbalanced panel? Do I
>need to write a code for this or can I do this automatically in STATA?
>
>Many thanks for your consideration
>
>Seema
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