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st: Unbalanced panel query


From   "James Downard" <james_downard@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Unbalanced panel query
Date   Mon, 11 Nov 2002 15:10:53 +0000

I am estimating a model with 1056 observations over 586 days(with gaps on days with no transactions) of transactions in a commodity market by about 300 customers (i.e., i is 300, t = 586). Some customers are observed over 50 times; others appear only once. In addition, on some days no transactions occur so the 586 days of transaction data actually spans 2 years.

I would appreciate if someone could let me know whether STATA's xtreg (both fe and re versions) and related xt estimation commands, are suitable for estimating unbalanced panels, or whether one needs to make adjustments to the estimated parameters and standard errors for the highly unbalanced nature of my panel (I could balance it by adding a ton of zeros for all the non-transacting customers every day, but that doesn't sound as if its adding any real information to the system.

Thanks in advance,

JD
LUMS
Lahore, Pakistan




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