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


From   "P. Lopes-Monteiro" <pl344@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
Date   09 Jun 2011 12:34:20 +0100

Thank you for your help.

Also, is it possible to do a robust estimation with the built in Leamer's EBA?

Thank you so much!
Patricia

On Jun 8 2011, Jeffrey Wooldridge wrote:

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

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--
Patricia Lopes Monteiro
University of Cambridge
MPhil Economics Candidate 2011
Clare College

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