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Re: st: pool cross-section survey data

From   "Austin Nichols" <>
Subject   Re: st: pool cross-section survey data
Date   Thu, 9 Oct 2008 16:04:02 -0400

I replied to Stas, mostly, before. Just went back to read the original
post from 2 days ago, and I see you've got {idt} indices on X and P,
but you will not be running a fixed-effects model at the i level, only
the d level.  And presumably clustering at the d level or higher (if
the survey design warrants higher-level clustering).  So you will not
be using individuals as their own controls, nor removing an
individual-specific intercept, but only removing the effect of
region-specific time-invariant omitted variables (the d dimension).
Usually, the concern is about individual-specific time-invariant
omitted variables (the i dimension).  Just something to keep in mind
as you go forward, and a reason to be on the lookout for true panel
data on individuals.

On Tue, Oct 7, 2008 at 11:03 AM, Ana Gabriela Guerrero Serdan
<> wrote:
> Dear Stata users,
> I wonder if you could point me out on readings and on the main issues when trying to pool two or three independent cross-sectional surveys. N is large and T is small. The data is not panel in the sense that I do not observe the same individuals in the three surveys but they are representative at the provincial and urban/rural areas.
> I am trying to see if I can model something like this:
> Yidt= a + b Xidt + c Zt + dPidt + u
> where Xit are characteristics that might varied over time for each individual. Z is specific time for all individuals. P is dummy for individuals treated in region d and time t.
>  I have been reading the Wooldrige on cross-sectional and panel data but would like to know if you know of any other sources or have in mind any applied examples and/or econometric problems you may encounter.
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