Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Re: st: Comparing coefficients across sub-samples
From
Christopher Baum <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: Re: st: Comparing coefficients across sub-samples
Date
Fri, 3 Aug 2012 12:17:30 +0000
<>
On Aug 3, 2012, at 2:33 AM, James wrote:
> However, my data set has large N (1167) and small T (1 to 20). Is there anyway I can reshape my data and still use -sureg-?
No. By design -sureg- cannot be used when T < N. A fixed effect or dynamic panel data model is appropriate in this setting,
as they assume T fixed as N->\infty.
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
*
* 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/