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  • Fixed effects in unbalanced panel

    Greetings fellow researchers!


    I have a survey data for 500 farms across 50 districts for 5 years. However, every year the sample is different, also the some districts are not represented in some years. I have pooled the data, want to run an IV model. My dependent variable is fractional. I tried IVREGHDFE controlling only for time fixed effects as panel is unbalanced in districts. Can I only account for time fixed effects? should I try ivprobit with year foxed effects instead of ivreghdfe?


    Thank you in advance.




  • #2
    You can include district as a FE.

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