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st: RE: Panel data opinion wanted

From   "Wanli Zhao" <>
To   <>
Subject   st: RE: Panel data opinion wanted
Date   Thu, 25 Aug 2005 13:42:42 -0400

Unbalanced panel capability. Thanks!


-----Original Message-----
[] On Behalf Of Edward F.
Sent: Thursday, August 25, 2005 11:06 AM
Subject: st: Panel data opinion wanted

Fellow listers,

I am writing a procedure for Pooled Mean Group estimation for heterogeneous
panels (a la Pesaran, Smith, and Shin). I have all the estimation figured
out, but I would like some input regarding user preferences of model setup.

Basically, I am interested to know if potential users of such a procedure
prefer "long" or "wide" data format for this type of estimation.

The give and take:

Option 1: "Long" data: the procedure would seem much more like Stata's other
xt estimation commands. More importantly, unbalanced panels can be easily
handled. However, cross equation restrictions will be unavailable to the

Option 2: "Wide" data: it will be trivial to allow users to impose cross
equation (that is, cross panel) restrictions of parameter estimates.
However, unbalanced panels will not be allowed.

Please note that with either option the user will be able to perform
cross-equation tests -- but only with Option 2 will the a priori
restrictions be easily handled.

My underlying question is which is more valuable to users: the ability to
handle unbalanced panels or (in the context of these heterogeneous models)
allow for cross-panel restrictions?

I have my preference, but I would be interested to hear from any enlightened
and opinionated users!

Edward F. Blackburne III, PhD
Associate Professor
Economics and International Business
Sam Houston State University
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