Dear users,
My data consists of N=1033 and T=1-15, with a total number of observation of 2300. Time is very messy in the sense that the total number of observations per time is barely 2, and there are tons of irregular time gaps. I have 2 questions:
1-I think I should ignore temporal variation and go with an individual effect model. Do you agree?
2-Also, I want to do a 2SLS estimation. Since my panel is messy, I want to do 2SLS without FE. In stata terms, can't I just ivreg instead of xtivreg? (I am not myself a Stata user, but wanted to take opinion of yours, since there are very brilliant and helpful users out here). My justification is N and total number of observations are being close to each other. Under what conditions ivreg is preferable to xtivreg? Note that I ran ivreg with different specifications and it passes both wu-Hausman and Weak instrument tests.
Thanks!
0 Response to Panel data with messy time, very large N
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