st: pseudo panels implementation in Stata

[<S.Jenkins@lse.ac.uk>]

------------------------------

Date: Sat, 28 Apr 2012 21:59:48 -0300
From: "Henrique Neder" <hdneder@ufu.br>
Subject: st: pseudo panels implementation in Stata

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.    

==============
Insofar as I understand these methods, the data set used for estimation
comprises cell means where cells are defined by age, birth cohort and
other variables. The source datasets are typically repeated
cross-section surveys, rather than longitudinal / panel surveys. I think
the principal research hassle is creation of the estimation data set
rather than the estimation method per se that is applied to the
estimation data set. Stata has plenty of tools that might be useful for
creating such estimation data sets. -collapse- comes first to mind.


Stephen
-------------------------------------
Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk>
Department of Social Policy 
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, U.K.
Tel: +44 (0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436,do
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/survival-analysis  
Downloadable papers and software: http://ideas.repec.org/e/pje7.html 



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