st: TSCS: what model for N>T ??

["joel miller" <joelstar90@hotmail.com>]

Fellow Stata users,

I�ve been working on TSCS data involving 41 police force areas, and about 7 
time periods (soon I hope to be 8). I�m theoretically interested in a fixed 
effects model, because I want to see how variation within police forces is 
impacting arrest rates over time (and Hausman tests suggest a fixed effects 
model is appropriate).

However, is OLS fixed effects my only choice here? I have played a little 
with a panel adjusted standard error (the Beck and Katz model). But while I 
have seen published articles which use the PCSE model with a similar data 
structure to mine (N a lot greater than T), I have since been advised that 
this is not appropriate. This puzzles me a little, because I have also read 
further that the Beck/Katz is actually more suited to N>T than other 
approaches.

In short I�m confused. Help!


*
*   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/