Dear Experts on Panel Data Econometric and Stata Program,
I will use two way fixed effect panel regression on my article. Because there are id(firm) and time(t) effect on my working.
But on stata instead of using two way fixed effect (xtreg y x i.t, fe),
by eliminating the time effect, i use one way(id/firm) fixed effects model.
For eliminating time effects, i make this Yit-Y.t (for dep. var.) and Xit-X.t (for indep. var.) transformation. And on new model there are not time effects.
And both result is look like each other much.
I have two aim here, First aim is not decreasing degree of freedom of model with dummy for time var. Second aim is that it is easy to work on stata for one way model, and it is easy to calculate that heterescedasdticity and autocorrelation and to product robust estimates and confidence interval.
Please, about this method you can give me your feedback. This is true or not true?
Thank you lots of.
Regards..
Related Posts with Alternative Method Experiment For Two Way Fixed Panel Regression
How to weight data using CPS weights in STATA?Hello, I have CPS monthly data 2015-present. I want to calculate unemployment rate. I am using emps…
Show the working directory and save it in a macroHi~ I can use command cd or pwd to show the working directory. But how can I save the returned resul…
[LASSO] Collinear covariates: Suggested addition to the documentationI would like to suggest an addition to the documentation for collinear covariates in LASSO models. T…
Stata dataset to latex tableI have a dataset in stata that looks like this: quintile mean t_stat 1 0.0100 4.100 2 0.0200 4.200 …
Help with reshaping the dataDear community, I am trying to bring some data into a different format. The data is World Uncertain…
Subscribe to:
Post Comments (Atom)
0 Response to Alternative Method Experiment For Two Way Fixed Panel Regression
Post a Comment