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Re: st: pseudo panels implementation in Stata
From
Richard Williams <[email protected]>
To
[email protected], <[email protected]>
Subject
Re: st: pseudo panels implementation in Stata
Date
Sat, 28 Apr 2012 22:31:00 -0500
At 07:59 PM 4/28/2012, Henrique Neder wrote:
Hello all,
Has anybody knows any code in Stata that deals with pseudo panels? I am
trying to work with some dynamic panel models using repeated cross section
data that are cluster samples. I had read the important paper from Verbeek
("Pseudo Panels and repeated cross-sections" and "Estimating Dynamic Models
from Repeated Cross-sections" ) but nothing implemented empirically in this
direction. Surprisingly, it appears that there are no much development in
this field. An important question discussed in these papers is that pseudo
panels are nothing more than models with IV were the instruments are dummy
variables referring to the cohorts. In these sense my intuition is that
the most of the Stata resources dealing with panel data models (and
particularly with dynamic panel models), like xtreg, xtabond, xtabond2,
could be used directed for pseudo panels, with the pertinent cautions.
Any comments are welcome.
Others no doubt know much more about this than I do, but how does one
create a panel if each case is only measured at one point in time?
Unless, say, you aggregated data up to the country level or something
like that.
My own impulse would be to include dummy variables for time and
possibly interactions for time, and then just use commands like
regress and logit. But, given that somebody has written papers on
these topics - which, alas, are kind of hard to look up because we
don't have complete citations for them (hint, hint) - maybe there are
options I am not aware of.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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