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


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Fixed-effects, unbalanced panel and time-invariant variable
Date   Tue, 17 Oct 2006 16:12:34 +0100

Barbara,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> PETITT Barbara
> Sent: 17 October 2006 14:47
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Fixed-effects, unbalanced panel and 
> time-invariant variable
> 
> 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?

Maybe I am missing something obvious, but why won't the standard random
effects estimator work for you?  -xtreg,re- etc.

--Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes


> Thank you.
> 
> Barbara.
> 
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