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From |
"yjh jsh" <jshyjh1@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE : st: a simple panel data question: FE and RE |

Date |
Sun, 3 Aug 2008 10:49:23 -0400 |

thanks for this. could you be kind enough to let me know how I can calculate the variance decomposition in STATA? thanks a lot 2008/8/2 Gaulé Patrick <patrick.gaule@epfl.ch>: > It might be useful to do a variance decomposition to see how much of the variance is due to the cross-sectional dimension and how much is due to the time dimension. > > If much of the variance comes from the cross-sectional dimension, you could use the between estimator or simply pooled OLS with clustered standard errors. > > Patrick Gaulé > > ________________________________________ > De : owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] de la part de yjh jsh [jshyjh1@gmail.com] > Date d'envoi : samedi 2 août 2008 14:20 > À : statalist@hsphsun2.harvard.edu > Objet : Re: st: a simple panel data question: FE and RE > > This does helps. thanks > For me, it seems that different "levels" of Y in units are assumed to > be caused by those unobserved time-invariant variables. What if they > are not? > > In my hypothetic case, for example, for both unit 1 and 2, we can't > see relationship between x and y if we only consider within-variation. > But this conceals the fact that Y takes higher value in unit 2 when 2 > takes higher value in unit 2. That is, we do see a relationship that > higher x causes y. so, if FE a bad choice if we have a large between > variation compared to within variation in the data? > > thanks > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: a simple panel data question: FE and RE***From:*"yjh jsh" <jshyjh1@gmail.com>

**Re: st: a simple panel data question: FE and RE***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**RE: st: a simple panel data question: FE and RE***From:*emanuele canegrati <emanuele.canegrati@hotmail.it>

**Re: st: a simple panel data question: FE and RE***From:*"yjh jsh" <jshyjh1@gmail.com>

**RE : st: a simple panel data question: FE and RE***From:*Gaulé Patrick <patrick.gaule@epfl.ch>

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