Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Panel data - time invariant estimation


From   "Sandler Mathews" <sandmathews78@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel data - time invariant estimation
Date   Tue, 29 Mar 2005 15:00:37 -0500

Hi all,

I am working with a databse with 18 importing countries, 115 exporting countries and 10 time periods. I am interested in doing panel estimation but since some of the key variables are time-invariants I cannot use the usual methods (xtreg, fe).
I have tried two and three -way dummy variables (for reporting countries, partner countries and time). What do you think of this method? the results i get are quite discouraging.
Alternatively, what would you recommend, IV estimation? Random effects?

Thnks

_________________________________________________________________
On the road to retirement? Check out MSN Life Events for advice on how to get there! http://lifeevents.msn.com/category.aspx?cid=Retirement

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index