Re: st: TSCS estimator selection for unequally spaced data

[David Jacobs <jacobs.184@sociology.osu.edu>]

I had the same problem with an election analysis for state governores 
and partially solved it using population averaged models.

Look up -xtgee- models.  You also will get the population averaged 
equivalent of random effects with a robust correction by simply 
typing ".xtreg depvar explanatory variables, pa r".  Also check out 
the material on random effects in the xtreg chapter.  This option is 
outlined there.

Dave Jacobs

At 03:13 PM 7/28/2008, you 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?
>
> Thanks!
>
> -Ken
> ____________________________________
> Kenneth F Greene
> Assistant Professor
> Department of Government
> 1 University Station - A1800
> University of Texas at Austin
> Austin TX 78712-0119
> Tel. 512-232-7206
> Fax 512-471-1061
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/