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st: RE: fixed effects and random effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: fixed effects and random effects
Date   Tue, 30 Nov 2004 20:04:56 -0600

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Sunil W
> Sent: Tuesday, November 30, 2004 12:00 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: fixed effects and random effects

<snip>

> Two, I have an unbalanced panel data in which the
> number of observations per firm ranges from 1 to 60.
> Would this lead to any bias in my fixed effects
> estimates, especially since some firms have only 1
> observation? If so, how do I get around the problem?
> 

No, it is not a problem.  Singletons provide information about the constant,
the variance components, the between R-sq, the overall R-sq and the
correlation between the u_i and xb.

See David Drukker's post at:

http://www.stata.com/statalist/archive/2002-07/msg00311.html

Hope this helps,
Scott



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