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st: Unbalanced panel and fixed effects regressions


From   "Patrick Van Horn" <pvanhorn@uci.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Unbalanced panel and fixed effects regressions
Date   Tue, 26 Sep 2006 19:11:28 -0700 (PDT)

I have an unbalanced panel due to attrition.
I have a panel of banks with quarterly observations over 4 years. However,
there are banks that go out of business at some point in the panel. So, I
have an unbalanced panel due to attrition.
For my dependent variable I have reserves to assets, and the attrition
could be affecting the dependent variable.
Does anyone know of a way to deal with this? I am currently using the
xtreg, fe command but it is generating biased estimates.
Thanks
Patrick

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