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Re: st: RE: Pooled vs. Panel Data


From   Jeff Rosen <rosen.53@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Pooled vs. Panel Data
Date   Fri, 21 Jul 2006 09:46:09 -0400

Thanks. I'll take a look at that.

Jeff

At 09:09 AM 7/21/2006, you wrote:
Jeff,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeff Rosen
> Sent: Friday, July 21, 2006 1:07 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Pooled vs. Panel Data
>
> I ran a few MLE regressions and set them up first as pooled
> data and second as panel data. The regression coefficients
> were almost identical, only a variation of a few decimal
> points, and the standard errors were much lower in the panel
> regression. I was expecting the coefficients to still be an
> unbiased estimate in both regressions, but I expected that
> they should be slightly different from each other. Is this unusual?

Maybe have a look at the estimated error variance of the group effect,
sigma_u?  As this approaches zero, the MLS and pooled OLS results get
more and more similar.

HTH,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert


>
> Thanks in advance,
>
> Jeff Rosen
> Graduate Student
> The Ohio State University
>
>
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