As far as I understand xttaylor helps in estimating a model in which
some of the time-invariant variables are correlated with the
unobserved time invariant effect, but you don't want to run a FE model
because this would get rid of such observed fixed variables.
If you don't have any time-invariant variable that is correlated with
the unobserved error term then why not just using standard Random
Effects?
robert
On 1/18/06, Aurora MORDONU <[email protected]> wrote:
> Hello,
>
>
>
> There were already two questions unanswered on the topic. I hope
> somebody managed to find the answer meanwhile...
>
>
>
> How can we use xthtaylor without endogenous time-invariant variables? If
> no endogenous constant variable is specified, one gets an error message.
>
>
>
> Thank you.
>
> Best regards,
>
>
>
> Aurora Mordonu
>
>
> United Nations University-Comparative Regional Integration Studies
> C/o Groetseminarie
> Poterrierei 72
> 8000 Brugge
> Belgium
>
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