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st: RE: Panel data with small T(24) and N(14) - how to estimate?
From
"Jacobs, David" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Panel data with small T(24) and N(14) - how to estimate?
Date
Fri, 27 May 2011 17:00:46 +0000
I suspect the Stata procedure named -xtpcse- would be more appropriate. Some political scientists have claimed that -xtgls- standard errors are too small. The -xtpcse- procedure does everything that -xtgls- does, so why not use that procedure?
Dave Jacobs
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maria Plich
Sent: Friday, May 27, 2011 7:17 AM
To: [email protected]
Subject: st: Panel data with small T(24) and N(14) - how to estimate?
Dear Statausers,
I am creating model based on panel data which has got relatively small
N (14) and T (24). What is important N represents whole population. I
expect problems with heteroscedasticity within and between panels as
well as cross-sectional and serial correlation. I wonder if use of
generalized least squares (xtgls) to estimate relations between data
is a good idea. If not, could you suggest me something better?
In advance thank you very much for help.
Maria
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