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From |
"Jacobs, David" <jacobs.184@sociology.osu.edu> |

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

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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maria Plich Sent: Friday, May 27, 2011 7:17 AM To: statalist@hsphsun2.harvard.edu 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 * * 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: Panel data with small T(24) and N(14) - how to estimate?***From:*Maria Plich <mariahelenaplich@gmail.com>

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