Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Leamer's Extreme Bound Analysis and Fixed Effect


From   Jeffrey Wooldridge <jmwooldridge60@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
Date   Wed, 8 Jun 2011 09:49:30 -0400

One possibility is to construct the time averages and demean the data
"by hand." The FE estimator is the pooled OLS estimator on the
time-demeaned data. You can apply Leamer's EBA to the time-demeaned
equation. This may not be the best approach but it does have some
justification.

Jeff W.

On Wed, Jun 8, 2011 at 7:31 AM, pl344 <pl344@cam.ac.uk> wrote:
>
> I know the the built in Leamer's Extreme Bounds Analysis is designed to run
> OLS regressions. Does anyone know if there is a way to run fixed effect
> panel regression using Leamer's EBA on Stata.
>
> Thanks you.
>
> Patricia
>
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/Leamer-s-Extreme-Bound-Analysis-and-Fixed-Effect-tp6453247p6453247.html
> Sent from the Statalist mailing list archive at Nabble.com.
> *
> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index