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From |
Andreas Hatzigeorgiou <anha@umich.edu> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Re: Re: st: Panel data regression |

Date |
Fri, 7 Aug 2009 10:57:45 +0200 |

Thank you for responding. I will try to clarify. The regression contains time-specific fixed effects only since control variables vary both on country-specific and country-pair levels. There is one reporter and multiple partners. Imports and exports are regressed separately, so presumably i and j indices are "meaningfully different". It is not possible to define id based on i and j since it will be constant over categories of goods. The -areg- command does not seem to handle the estimation correctly since it is not capable of recognizing how panels are constructed. Any suggestions to move forward with -xtreg- would be appreciated. Again, thank you! Andreas ------------------------------ Date: Thu, 6 Aug 2009 13:45:20 -0400 From: Austin Nichols <austinnichols@gmail.com> Subject: Re: st: Panel data regression 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/

**Follow-Ups**:**st: Simulating stepwise regression***From:*John Antonakis <john.antonakis@unil.ch>

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