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st: Fixed-effects, unbalanced panel and time-invariant variable


From   "PETITT Barbara" <[email protected]>
To   <[email protected]>
Subject   st: Fixed-effects, unbalanced panel and time-invariant variable
Date   Tue, 17 Oct 2006 15:47:18 +0200

Hello,

I have an unbalanced panel (for some firms, I have three years of data,
for others, two years or even only one year). One of my independent
variables is a time-invariant variable and with fixed-effects models,
its gets dropped. I contemplated using the fixed effects vector
decomposition (xtfevd), but does it work for unbalanced panel?
Otherwise, is there any alternative? Thank you.

Barbara.

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