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Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
From
Jeffrey Wooldridge <[email protected]>
To
[email protected]
Subject
Re: st: Leamer's Extreme Bound Analysis and Fixed Effect
Date
Wed, 8 Jun 2011 09:49:30 -0400
One possibility is to construct the time averages and demean the data
"by hand." The FE estimator is the pooled OLS estimator on the
time-demeaned data. You can apply Leamer's EBA to the time-demeaned
equation. This may not be the best approach but it does have some
justification.
Jeff W.
On Wed, Jun 8, 2011 at 7:31 AM, pl344 <[email protected]> wrote:
>
> I know the the built in Leamer's Extreme Bounds Analysis is designed to run
> OLS regressions. Does anyone know if there is a way to run fixed effect
> panel regression using Leamer's EBA on Stata.
>
> Thanks you.
>
> Patricia
>
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