RE : st: Fixed-effects, unbalanced panel and time-invariant variable

["PETITT Barbara" <barbara.petitt@cote-azur.cci.fr>]

Thanks, Vera. Did you get my other message about the computation of the standard errors for xtfevd? Somehow, it looks like the coefficient are fine, but the standard errors and the t-stats are weird. Thanks again. Barbara.

-----Message d'origine-----
De : owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] De la part de Vera Troeger
Envoyé : mardi 17 octobre 2006 16:12
À : statalist@hsphsun2.harvard.edu
Objet : Re: st: Fixed-effects, unbalanced panel and time-invariant variable


xtfevd does work for unbalanced panels in the same way as fe. Vera

PETITT Barbara schrieb:
> Hello,
>
> I have an unbalanced panel (for some firms, I have three years of 
> data, for others, two years or even only one year). One of my 
> independent variables is a time-invariant variable and with 
> fixed-effects models, its gets dropped. I contemplated using the fixed 
> effects vectorxtfevd decomposition (xtfevd), but does it work for 
> unbalanced panel? Otherwise, is there any alternative? Thank you.
>
> Barbara.
>
> *
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>
>
>

-- 
Vera E. Troeger
Lecturer in Political Science
Government Department
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK

phone: +44 (0)1206 872509
email: vtroe@essex.ac.uk


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