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st: sample selection and panel attrition
From
"Klaus Pforr" <[email protected]>
To
<[email protected]>
Subject
st: sample selection and panel attrition
Date
Tue, 11 Mar 2014 16:28:24 +0100
<>
Dear listers,
as I understand, the implemented linear fixed effects regressions xtreg, fe
does assume that the pweights are constants within each panel group. This
rules out the treatment of sample selection and panel attrition as it is
discussed in Wooldridge (2010, p. 828-845). Here the selection indicator is
allowed to vary across time. Does anyone know if the estimators described
there have been implemented in Stata yet?
best regards
Klaus Pforr
References:
@book{Wooldridge.2010,
author = {Wooldridge, Jeffrey M.},
year = {2010},
title = {Econometric analysis of cross section and panel data},
publisher = {MIT Press},
address = {Cambridge and MA},
edition = {2}
}
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