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From |
"yjh jsh" <[email protected]> |

To |
[email protected] |

Subject |
Re: RE : st: a simple panel data question: FE and RE |

Date |
Sun, 3 Aug 2008 10:49:23 -0400 |

thanks for this. could you be kind enough to let me know how I can calculate the variance decomposition in STATA? thanks a lot 2008/8/2 Gaul� Patrick <[email protected]>: > It might be useful to do a variance decomposition to see how much of the variance is due to the cross-sectional dimension and how much is due to the time dimension. > > If much of the variance comes from the cross-sectional dimension, you could use the between estimator or simply pooled OLS with clustered standard errors. > > Patrick Gaul� > > ________________________________________ > De : [email protected] [[email protected]] de la part de yjh jsh [[email protected]] > Date d'envoi : samedi 2 ao�t 2008 14:20 > � : [email protected] > Objet : Re: st: a simple panel data question: FE and RE > > This does helps. thanks > For me, it seems that different "levels" of Y in units are assumed to > be caused by those unobserved time-invariant variables. What if they > are not? > > In my hypothetic case, for example, for both unit 1 and 2, we can't > see relationship between x and y if we only consider within-variation. > But this conceals the fact that Y takes higher value in unit 2 when 2 > takes higher value in unit 2. That is, we do see a relationship that > higher x causes y. so, if FE a bad choice if we have a large between > variation compared to within variation in the data? > > thanks > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: a simple panel data question: FE and RE***From:*"yjh jsh" <[email protected]>

**Re: st: a simple panel data question: FE and RE***From:*Maarten buis <[email protected]>

**RE: st: a simple panel data question: FE and RE***From:*emanuele canegrati <[email protected]>

**Re: st: a simple panel data question: FE and RE***From:*"yjh jsh" <[email protected]>

**RE : st: a simple panel data question: FE and RE***From:*Gaul� Patrick <[email protected]>

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