[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Fixed effects vs. Random effects
What i meant to say there is "there is NO magic number on the smallest
number of panels you would need for that"
On Fri, 21 Jul 2006 12:42:06 -0400
Justin Smith <firstname.lastname@example.org> 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
> with one panel, as long as there is 2 or more time observations
> that panel.
> Of course, you want a large number of panels for precise estimation
> the parameters, but there is any magic number on the smallest number
> panels you would need for that. The more the better. The size of
> dataset seems plenty large enough to run the model you propose.
> Justin Smith
> On Fri, 21 Jul 2006 07:56:27 -0700 (PDT)
> ILR School <email@example.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.
> > __________________________________________________
> > Do You Yahoo!?
> > Tired of spam? Yahoo! Mail has the best spam protection around
> > http://mail.yahoo.com
> > *
> > * 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/
> Justin Smith
> PhD Candidate
> Department of Economics
> McMaster University
> Phone: (905) 962-0353
> E-mail: firstname.lastname@example.org
> * 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/
Department of Economics
Phone: (905) 962-0353
* For searches and help try: