Try the -xtpcse- or -xtgls- routines. These Stata routines are
designed for tall narrow panels.
You don't mention your discipline. -xtpcse- is more popular in
political science, while -xtgls- may still be more popular in economics.
See the sources on these routines in the manuals.
Dave Jacobs
At 03:42 PM 12/7/2009, you wrote:
Dear stata users
I have a regional balanced dynamic panel data set with N=4 and T=33.
And when trying to find the correct procedure to use for estimation,
I thought xtabond would be the appropriate one but apparently it is
suitable for large N and small T. And I think the same goes for
xtivreg. So I am kind of stuck on how to proceed. I would really
appreciate any help to get me started. Thank you
Doris Sande
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