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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Panel data regression |

Date |
Thu, 6 Aug 2009 13:45:20 -0400 |

Andreas Hatzigeorgiou<anha@umich.edu> : Pooled regression needs no -xtset-; do you want fixed effects? See -help areg- for an alternative estimator, or -findit felsdvreg- etc. Are the i and j indices meaningfully different, or are these pairs of countries where identities are interchangeable? E.g. if you have exports and imports, the exports of country i to country j are presumably the imports of country j from country i, so perhaps you want fixed effects for each pair of countries, not each country. You seem to have used i to mean at least two different things in your email; perhaps you can clarify. On Thu, Aug 6, 2009 at 1:29 PM, Andreas Hatzigeorgiou<anha@umich.edu> wrote: > Hi, > > Insights on the the following problem would be greatly appreciated. > The goal is to run a pooled panel data regression using xtreg. The > data contains reporters (i), partners (j), years (y) and bilateral > flows (f_i), where i is number of categories of different types of > goods. There is not a problem running xtreg on the aggregate flow > level (sum of flows by years). But on the disaggregate level it is not > possible to use xtsset (partner year) due to "repeated time values > within panel". I know that identifier and time variables need to > uniquely identify the data, but in this case I can't see how this is > possible since the identifier (j) and the time variable (y) will be > constant over the different categories of goods traded. Is there a way > around this problem so I still can use xtreg on disaggregate data? > * * 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: Panel data regression***From:*Andreas Hatzigeorgiou <anha@umich.edu>

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