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Re: Re: st: Comparing coefficients across sub-samples

From   Christopher Baum <>
To   "<>" <>
Subject   Re: Re: st: Comparing coefficients across sub-samples
Date   Fri, 3 Aug 2012 12:17:30 +0000

On Aug 3, 2012, at 2:33 AM, James wrote:

> However, my data set has large N (1167) and small T (1 to 20). Is there anyway I can reshape my data and still use -sureg-?

No. By design -sureg- cannot be used when T < N. A fixed effect or dynamic panel data model is appropriate in this setting,
as they assume T fixed as N->\infty.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                             An Introduction to Stata Programming  |
  An Introduction to Modern Econometrics Using Stata  |

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