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st: "Persistence" in DV: Which Estimator?
From
"Lim, Daniel" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: "Persistence" in DV: Which Estimator?
Date
Mon, 17 Oct 2011 15:29:18 -0400
Dear Statalisters,
I am working on foreign aid and am looking to model "persistence" in aid disbursements across years (loans disburse gradually, so disbursements are likely to be correlated over time). Would any of you be able to advise me as to which estimator is more appropriate for doing so?
1) Fixed Effects with a lagged DV as a control (xtreg)
2) Fixed Effects with AR(1), but without a lagged DV as a control (xtregar)
3) Dynamic panel model (eg xtabond)
4) FGLS with AR(1) structure (xtgls)
5) Fixed Effects with a "Differenced DV", ie DV = aid(t) - aid(t-1)
Thanks!
Daniel
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