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Re: Re: st: RE: Use fixed-effects' coefficients in a second regression


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: RE: Use fixed-effects' coefficients in a second regression
Date   Fri, 21 Jan 2011 07:46:39 -0500

On Jan 21, 2011, at 2:33 AM, Justina wrote:

> 
> if not already suggested, you miht consider the estimator developed by
> Pluemper and Troeger.
> 
> For more info, see here:
> 
> http://www.polsci.org/pluemper/ssc.html

Those following this advice should be aware that there is considerable debate in the published and working-paper literature about the validity of the P&T estimator. Breusch et al. (see cited page) criticise it, as does W. Greene (in a comment which I believe also appears in the same journal). P&T claim that both of these critiques are invalid and their estimator works well. Given this discord, I would not want to try to 'sell' use of this estimator in a submitted article, as any reviewer unfamiliar with the technique is likely to consider it suspect after reading the critiques.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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