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Re: st: nonparametric panel data analysis

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: nonparametric panel data analysis
Date   Sat, 19 Jan 2008 16:20:40 +0000 (GMT)

--- Don Goldstein <[email protected]> wrote:
> I'm working with a panel that is small (59 units, 9 years, lots of 
> missing data) and has quite a few outliers. I have seen nonparametric
> panel data estimators (fixed effects e.g.) proposed in the
> literature, but can't seem to find such in stata. Am I missing it?
> Or, any suggestions what software package might be more promising? 

Nonparametric seems to me to be an unfortunate term for describing
fixed effects: e.g. the effects of your explanatory variables are still
parametric (often linear). Than again, statistics is full of
unfortunate terms. However this use of nonparametric is not common
(long may it stay that way), which might explain why you had trouble
finding any Stata implementations. 

Anyhow, fixed effects models can be estimated using the -xt- commands
with the -fe- option. See: -help xt-

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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