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Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
From
"P. Lopes-Monteiro" <[email protected]>
To
[email protected]
Subject
Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
Date
09 Jun 2011 12:34:20 +0100
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 <[email protected]> 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
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--
Patricia Lopes Monteiro
University of Cambridge
MPhil Economics Candidate 2011
Clare College
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