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Re: st: TSCS: what model for N>T ??


From   David Greenberg <[email protected]>
To   [email protected]
Subject   Re: st: TSCS: what model for N>T ??
Date   Thu, 09 Mar 2006 13:57:00 -0500

Why don't you try reading the Beck and Katz articles to resolve your
confusion? They are quite accessible. David Greenberg, Sociology
Department, New York University

----- Original Message -----
From: joel miller <[email protected]>
Date: Thursday, March 9, 2006 9:42 am
Subject: st: TSCS: what model for  N>T ??

> Fellow Stata users,
> 
> I�ve been working on TSCS data involving 41 police force areas, and 
> about 7 
> time periods (soon I hope to be 8). I�m theoretically interested in 
> a fixed 
> effects model, because I want to see how variation within police 
> forces is 
> impacting arrest rates over time (and Hausman tests suggest a fixed 
> effects 
> model is appropriate).
> 
> However, is OLS fixed effects my only choice here? I have played a 
> little 
> with a panel adjusted standard error (the Beck and Katz model). But 
> while I 
> have seen published articles which use the PCSE model with a 
> similar data 
> structure to mine (N a lot greater than T), I have since been 
> advised that 
> this is not appropriate. This puzzles me a little, because I have 
> also read 
> further that the Beck/Katz is actually more suited to N>T than 
> other 
> approaches.
> 
> In short I�m confused. Help!
> 
> 
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