Hello.
Hope you can help me with the following questions,
I have run a fixed effects model on pseudo panel data, by using xtreg, fe. Even though that command is for panel data, I have previously constructed my pseudo panel in R, and now I am just running xtreg, fe as If I had panel data. I would like to ask you whether that is the correct command to use.
I would also like to know which is the command in stata which I can use to obtain the estimator proposed by "Deaton, Angus. "Panel data from time series of cross-sections." Journal of econometrics 30.1-2 (1985): 109-126.", as well as the proposed by "Verbeek, Marno, and Theo Nijman. "Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections." Journal of Econometrics 59.1-2 (1993): 125-136".
Thank you
Hope you can help me with the following questions,
I have run a fixed effects model on pseudo panel data, by using xtreg, fe. Even though that command is for panel data, I have previously constructed my pseudo panel in R, and now I am just running xtreg, fe as If I had panel data. I would like to ask you whether that is the correct command to use.
I would also like to know which is the command in stata which I can use to obtain the estimator proposed by "Deaton, Angus. "Panel data from time series of cross-sections." Journal of econometrics 30.1-2 (1985): 109-126.", as well as the proposed by "Verbeek, Marno, and Theo Nijman. "Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections." Journal of Econometrics 59.1-2 (1993): 125-136".
Thank you
Comment