 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Xthtaylor
Nicola,
Tam wants to use -xthtaylor- with the option am (for Amemiya-
MaCurdy) but the ado only allows for balanced-panels.
I suggest to run HT "by hand", I proposed this before:
http://www.stata.com/statalist/archive/2007-02/msg00082.html
http://www.stata.com/statalist/archive/2007-07/msg00769.html
I don't see any problem with running the third step (IV) for
unbalanced panels. Maybe there is some problems if the
unbalanceness is not mild. I guess that for a large
Ahrens and Pincus index (defined as Harmonic Average
of Periods / Arithmetic Average of Periods) the results
hold as the same as balanced case.
Rodrigo.
On Dec 3, 2007 2:00 PM, <[email protected]> wrote:
> I don't understand this question. What's wrong for the default option (Hausman-Taylor estimator)?
> Nicola
> At 02.33 30/11/2007 -0500, "Tam Phan" wrote:
> >I noticed that xthtaylor only runs amemiya-macurdy estimator for
> >balanced panel data.
> >Is there one for unbalanced?
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/