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Re: st: Fixed effects vs. Random effects


From   Justin Smith <smithjd5@univmail.cis.mcmaster.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed effects vs. Random effects
Date   Fri, 21 Jul 2006 12:43:38 -0400

What i meant to say there is "there is NO magic number on the smallest
number of panels you would need for that"

Justin


On Fri, 21 Jul 2006 12:42:06 -0400
 Justin Smith <smithjd5@univmail.cis.mcmaster.ca> wrote:
> I don't think there is a minimum.  Since it is a within firm (in your
> case) regression, you could technically estimate a fixed effects
> model
> with one panel, as long as there is 2 or more time observations
> within
> that panel.
> 
> Of course, you want a large number of panels for precise estimation
> of
> the parameters, but there is any magic number on the smallest number
> of
> panels you would need for that.  The more the better.  The size of
> your
> dataset seems plenty large enough to run the model you propose.
> 
> Justin Smith
> smithjd5@mcmaster.ca
> 
> 
> On Fri, 21 Jul 2006 07:56:27 -0700 (PDT)
>  ILR School <ilrschool@yahoo.com> wrote:
> > Does anyone know where I can find out the minimum
> > number of panels one needs to run a fixed-effects
> > model?  I have a dataset of 800 firms with only 3 time
> > periods using a xtlogit regression model. I am
> > currently using a random effects model.
> > 
> > Thank you,
> > Shon R.
> > 
> > 
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> Justin Smith
> PhD Candidate
> Department of Economics
> McMaster University
> Phone: (905) 962-0353
> E-mail: smithjd5@mcmaster.ca 
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Justin Smith
PhD Candidate
Department of Economics
McMaster University
Phone: (905) 962-0353
E-mail: smithjd5@mcmaster.ca 
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