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Re: st: TSCS estimator selection for unequally spaced data


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
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

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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