Hi
I am really new in statistics and stata; so firstly I do apologies if my question does not make any sense. I have panel data, which is unbalanced. I am working on the M&A event of FTSE UK firm in 5 year period, where I collect the data on the basis of the event of M&A. So, some of the firm completed several M&A deal in that period, appeared several time and some appeared only once ( company does not have any event in that particular time was excluded). As the panel is unbalanced I run the following commands;
egen float cid = group(ciq_id)
by cid (event_date), sort: gen int event_num = _n
xtset cid event_num
xtpcse gw pr_vlow pr_low pr_mod act_ins pass_ins tobinq ln_tasset trans_psize earn_vol, correlation(psar1) rhotype(tscorr)
My question is that;
1. is the right type of regression to run for unbalanced panel data??
2. Do I need to run Fixed or random effect??
3. Does the model have any issue?
which provide me the following output:
Array
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