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 on April 23, and its replacement, statalist.org is already up and running.


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

st: Fixed effects vector decomposition


From   fernando luiz mistura <f_mistura@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: Fixed effects vector decomposition
Date   Mon, 1 Oct 2012 07:39:42 +0000

I am testing the effect of a rarely-changing variable (FDI restrictions) lon the level of FDI stocks.
Under OLS, Random Effects, the effect is significant. However, with Fixed effects it is not. Hausman test tells me that Fixed Effects would be more appropriate. But isn't Fixed Effects unlikely to be adaptable to variable that change slowly overtime or not change at all for some countries in the panel.
Wityh Fixed Effects Vector Decomposition, I significant coefficients but they are much higher than with OLS RE or FE. Is this normal?
Many thanks
Fernando 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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