st: Programming the fixed effect transformation in Mata with an unbalanced panel data

[Matteo Pazzona <M.Pazzona@bath.ac.uk>]

Dear Statalist,

I have an unbalanced panel data and I need to program the fixed effect 
transformation with MATA. The code I am trying to program is the usual ( 
let's call the matrix for all the panel M):

M = (I(N) #  (I(T) - 1/T(ee'))

where N stands for unit observations ,T the total number of years, e = 
(1,1,...,1) is 1xT vector of ones and # is the kronecker product. Given 
that I have an unbalanced panel data, I have a varying number of years. 
 I am able to program it with balanced panel data but not with 
unbalanced data. I have checked on the FAQs but I could not find a clear 
answer to that.
Secondly, after having computed the fixed effect transformation I need 
to delete the last observation for each group. So, if Y is the vector of 
independent variables , then I want to delete the Tth observation ( last 
observation) for each group of the matrix MY . Again, since the number 
of years is not fixed I am not able how to do that.
If you could help me out on this too, it would be very helpful.

Thanks in advance!

Best,

Matteo

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