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


From   "PETITT Barbara" <barbara.petitt@cote-azur.cci.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE : st: Fixed-effects, unbalanced panel and time-invariant variable
Date   Tue, 17 Oct 2006 16:52:12 +0200

Thanks, Vera. Did you get my other message about the computation of the standard errors for xtfevd? Somehow, it looks like the coefficient are fine, but the standard errors and the t-stats are weird. Thanks again. Barbara.

-----Message d'origine-----
De : owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] De la part de Vera Troeger
Envoyé : mardi 17 octobre 2006 16:12
À : statalist@hsphsun2.harvard.edu
Objet : Re: st: Fixed-effects, unbalanced panel and time-invariant variable


xtfevd does work for unbalanced panels in the same way as fe. Vera

PETITT Barbara schrieb:
> 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 vectorxtfevd decomposition (xtfevd), but does it work for 
> unbalanced panel? Otherwise, is there any alternative? Thank you.
>
> Barbara.
>
> *
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>
>
>

-- 
Vera E. Troeger
Lecturer in Political Science
Government Department
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK

phone: +44 (0)1206 872509
email: vtroe@essex.ac.uk


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