With a small sample size, it is probably best to use panel-corrected standard errors (pcse) as an estimation technique. David Greenberg, Sociology Department, New York University
----- Original Message -----
From: [email protected]
Date: Wednesday, November 10, 2004 10:28 am
Subject: st: panel command if T = N
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> Dear All,
>
> a good friend of mine would like to estimate a model with
> aggregate data (
> countries) with yearly observations. In this synthetic panel he has
> approximately as many Ts as Ns ( countries), about 20 Ts and 20
> Ns.I guess
> he will do fixed or random effects.
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> I would like to ask the wise Stata Listers which stata estimation
> procedurethey can recommend him. Do the stata panal commands also
> work properly for
> such a case when N = T ?
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> Thanks a lot,
>
> Justina
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