The model is attached.
This model is special as it includes macro environment variables (FB and X) which are individual invariant.
My professor said that this model specification won't work in the PD settings.
I have checked many paper in related literature that use the same model as mine, and fixed effects or/and GMM method are used to estimate the model.
So I wonder whether it is valid to apply fixed effects and the system GMM method as this model is not strictly panel data model.
Array
Related Posts with Is it valid to apply fixed effects or GMM method to this model?
Panel data instrumental variable analysisHello, I am trying to conduct a panel data IV analysis using the xtivreg command in Stata 15.1. I …
How to test that melogit (mixed effects logit) fits better than fixed effects/ random effects?Hi Statalist, I used hausman test to my panel data to see whether a fe/re fits better. The result is…
Descriptive StatisticsHello together, I am curious if you have any concerns regarding my Descriptive Statistics? In my wo…
Estimates post: matrix has missing values! for ivreg2Hi, guys! I received an error message "estimates post: matrix has missing values" when i'm using iv…
fracglm betareg fractional data mixed multilevel modelsHi All, Does anyone know of a method to do a regression on fractional data but in a multilevel sett…
Subscribe to:
Post Comments (Atom)
0 Response to Is it valid to apply fixed effects or GMM method to this model?
Post a Comment