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Re: st: RE: AW: RE: estimating an unbalanced panel

From   "Jessica [iso-8859-1] ´┐Żlschl´┐Żger" <[email protected]>
To   [email protected]
Subject   Re: st: RE: AW: RE: estimating an unbalanced panel
Date   Wed, 23 Jan 2008 16:45:53 +0100

Hi Nick,

thank you so much. I've already ordered the literature Maarten suggested and
will do the reading as soon as I'll get it.


Zitat von Nick Cox <[email protected]>:

> As far as I can judge, you are doing nothing wrong. 
> The easiest example of what you may have in mind is when you ask for summary
> statistics from several variables. It is then entirely possible to look at
> each variable separately and use all available values. But the results are
> then not strictly comparable if they are based on sets of observations with
> offlap. 
> Similarly, that can be done for pairs of variables from which you want lots
> of correlations. 
> However, such a procedure does not carry over to models of the kind you are
> using. If  there are missings in an observation, then Stata can do nothing
> with that observation. One way to see this is to think of the underlying
> matrix operations: all elements in all matrices must be present. 
> As Maarten and I both pointed out, the only way forward that differs from
> Stata's behaviour here is to use imputation for your missings. 
> That's my understanding of your problem. 
> Nick
> [email protected] 
> Jessica [iso-8859-1] ´┐Żlschl´┐Żger
> Dear Nick,
> I don't want Stata to "try harder".
> I just wanted to make sure that I don't do anything wrong.
> My "doctor father" (supervisor) mentioned to me that in some statistics
> packages
> there is a way to use every observation available (but he doesn't use
> Stata),
> whereas I think Stata makes some kind of balanced panel out of my dataset
> when
> there are missing observations for one country i at time t, i.e. doesn't use
> any
> of the observations available for i at time t because of the missings.
> As I am still a beginner in Stata, I may as well be mistaken at this point.
> But IF I'm doing something wrong, I really would appreciate somebody telling
> me.
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Dipl. oec. Jessica ´┐Żlschl´┐Żger

Forschungsstelle Europ´┐Żische Integration
Universtit´┐Żt Hohenheim

mailto:[email protected]

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