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st: HT estimator unbalanced panels and heteroskedasticity


From   Seema Bhatia <ler02sb@reading.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: HT estimator unbalanced panels and heteroskedasticity
Date   Wed, 28 Nov 2007 14:17:55 -0000

Sorry I just posted the same message but forgot to change the title in the 
subject. Please see message attached below

Many thanks

Seema.

Hello

I am using the Hausman Taylor estimator for my analysis and wonder if:

a) it is adjusted to accommodate an unbalanced sample
b) corrects for the bias of heteroskedasticity specific to the unbalanced
sample.

If no to any of the above, would someone on this list have a code for a do
file to deal with it?

many thanks

seema 


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