What i meant to say there is "there is NO magic number on the smallest
number of panels you would need for that"
Justin
On Fri, 21 Jul 2006 12:42:06 -0400
Justin Smith <[email protected]> wrote:
> I don't think there is a minimum. Since it is a within firm (in your
> case) regression, you could technically estimate a fixed effects
> model
> with one panel, as long as there is 2 or more time observations
> within
> that panel.
>
> Of course, you want a large number of panels for precise estimation
> of
> the parameters, but there is any magic number on the smallest number
> of
> panels you would need for that. The more the better. The size of
> your
> dataset seems plenty large enough to run the model you propose.
>
> Justin Smith
> [email protected]
>
>
> On Fri, 21 Jul 2006 07:56:27 -0700 (PDT)
> ILR School <[email protected]> wrote:
> > Does anyone know where I can find out the minimum
> > number of panels one needs to run a fixed-effects
> > model? I have a dataset of 800 firms with only 3 time
> > periods using a xtlogit regression model. I am
> > currently using a random effects model.
> >
> > Thank you,
> > Shon R.
> >
> >
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> Justin Smith
> PhD Candidate
> Department of Economics
> McMaster University
> Phone: (905) 962-0353
> E-mail: [email protected]
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Justin Smith
PhD Candidate
Department of Economics
McMaster University
Phone: (905) 962-0353
E-mail: [email protected]
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