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Re: st: TSCS estimator selection for unequally spaced data

From   "Clive Nicholas" <>
Subject   Re: st: TSCS estimator selection for unequally spaced data
Date   Tue, 29 Jul 2008 08:36:37 +0100

Kenneth Greene wrote:

> I have a small TSCS data set with 7 panels (countries) and 55 observations (elections) in total.  Elections occur in different years across countries, so no observations occur in the same year.  There are no missing data.
> What estimator should I use?  Xtpsce seems to require shared time values across the panels.  Creating a fake time variable may artificially erase any contemporaneous correlation.  Xtreg, i(id) re works but I don't think it allow corrections for heteroskedasticity.  Any suggestions?

I might be able to make some suggestions if you are prepared to say more about:

(1) the data in general;

(2) about how your dependent variable is measured in particular;

(3) whether or not you are using lagged variables, and

(4) how many time points you have for each country on average.

Clive Nicholas

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