Re: st: Leamer's Extreme Bound Analysis and Fixed Effect

["P. Lopes-Monteiro" <pl344@cam.ac.uk>]

Thank you for your help.

Also, is it possible to do a robust estimation with the built in Leamer's 
EBA?
Thank you so much!
Patricia

On Jun 8 2011, Jeffrey Wooldridge wrote:

> One possibility is to construct the time averages and demean the data
> "by hand." The FE estimator is the pooled OLS estimator on the
> time-demeaned data. You can apply Leamer's EBA to the time-demeaned
> equation. This may not be the best approach but it does have some
> justification.
>
> Jeff W.
>
> On Wed, Jun 8, 2011 at 7:31 AM, pl344 <pl344@cam.ac.uk> wrote:
> > I know the the built in Leamer's Extreme Bounds Analysis is designed to 
> > run OLS regressions. Does anyone know if there is a way to run fixed 
> > effect panel regression using Leamer's EBA on Stata.
> > Thanks you.
> >
> > Patricia
> >
> > -- View this message in context: 
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--
Patricia Lopes Monteiro
University of Cambridge
MPhil Economics Candidate 2011
Clare College

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