Re: st: pseudo panels implementation in Stata

["Justina Fischer" <JAVFischer@gmx.de>]

Hi

 I use pseudo panels myself. You may apply a multi-level (e.g. country-individuals) strategy.

The best way to think of pseudo panels is having a true panel at some higher level but repapted cross-sections at the lower level.

Good luck

Justina
-------- Original-Nachricht --------
> Datum: Sun, 29 Apr 2012 12:00:08 +0000
> Von: "Russell Wildeman" <rwildeman@idasa.org.za>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: pseudo panels implementation in Stata

> -----Original Message-----
> From: <S.Jenkins@lse.ac.uk>
> Sender: owner-statalist@hsphsun2.harvard.edu
> Date: Sun, 29 Apr 2012 11:22:37 
> To: <statalist@hsphsun2.harvard.edu>
> Reply-To: statalist@hsphsun2.harvard.eduSubject: st: pseudo panels
> implementation in Stata
> 
> ------------------------------
> 
> 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 
> 
> 
> 
> Please access the attached hyperlink for an important electronic
> communications disclaimer: http://lse.ac.uk/emailDisclaimer
> 
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-- 
Justina AV Fischer, PhD
COFIT Fellow
World Trade Institute
University of Bern

homepage: http://www.justinaavfischer.de/
e-mail: javfischer@gmx.de. justina.fischer@wti.org
papers: http://ideas.repec.org/e/pfi55.html


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