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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

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html

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