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Re: st: Re: panel: within and between dimension/correlated effects
why don't try the mundlack (1978) estimator?
----- Original Message -----
Sent: Monday, February 24, 2003 2:38 PM
Subject: RE: st: Re: panel: within and between dimension/correlated effects
> I cannot use a random effects estimator because of strong correlation
> between the individual effects and the regressors - heterogeneity bias
> according to Chamberlain. On the other hand, the fixed effects estimator
> throws out all the between variation. I know that there are ways of taking
> into account the heterogeneity bias, but do not know how to do it - that
> why I wanted to know if anybody else does.
> > Greetings,
> > I posted this question some time ago, without any reaction. Therefore, I
> > will try to make it clearer.
> > I am estimating a macroeconomic panel data model, and I am looking for
> > estimator that accomodates both the within and the between dimensions.
> Isn't the random effects estimator (xtreg, re) a weighted averaged of the
> between and within results?
> Have you taken look at xtgee - it allows for variety of correlation
> and semi-robust standard errors, though it is a population-averaged
> I hope this helps,
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