Kenneth Greene wrote:
> I have a small TSCS data set with 7 panels (countries) and 55 observations (elections) in total. Elections occur in different years across countries, so no observations occur in the same year. There are no missing data.
>
> What estimator should I use? Xtpsce seems to require shared time values across the panels. Creating a fake time variable may artificially erase any contemporaneous correlation. Xtreg, i(id) re works but I don't think it allow corrections for heteroskedasticity. Any suggestions?
I might be able to make some suggestions if you are prepared to say more about:
(1) the data in general;
(2) about how your dependent variable is measured in particular;
(3) whether or not you are using lagged variables, and
(4) how many time points you have for each country on average.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
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"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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