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From | Kit Baum <baum@bc.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Re: fixed effects vs random effects |
Date | Fri, 2 Feb 2007 06:39:57 -0500 |
In this regard, my understanding is that Fixed Effect (FE) estimation (with xtreg, fe) would control for both unobserved and endogeneity in the regressors and consistent and efficient for large T and if there is sufficient within panel variation. Alternatively, random effect (RE) estimation (xtreg, re) would only control for random unobserved heterogeneity but not the endogeneity issue.
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