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RE: st: regress nonlinear panel data model with AR(1) error term


From   Alexander Cavallo <[email protected]>
To   [email protected]
Subject   RE: st: regress nonlinear panel data model with AR(1) error term
Date   Tue, 14 Dec 2004 14:53:47 -0600

Bin,

I am new to this area of econometrics.  I don't know what would happen if 
you tried to estimate the PA model with fixed effects.

Couldn't you test the significance of the dummy variables to choose 
between the models?

--Alex Cavallo

Managing Consultant
Navigant Consulting, Inc.
175 West Jackson, Suite 500
Chicago IL 60604
[email protected]
(312) 583-5787 direct
(312) 583-5700 main
(312) 583-5701 fax


Thank you for your idea.
However, I noticed that xtgee only gives out Population Averaged estimator 

instead of fixed effect or random effect.
I am not sure if Population averaged estimator is appropriate.

In addition, do you have any idea on comparision between these two models?
Can I do any test to make a choice between these two after the regression?

thank you very much
You really give me a lot of help.

Best,
Bin Sun

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