Dear Stata Experts,
In one of my project, the dependent variable (DV) is country level corruption score (country_corrupt), and the independent variable (IV) is firm level corruption (gift). That means a country’s corruption score is predicted by the firm-level corruption. I have 950 observations from 42 countries for only one year. The regression equation is:
Country_corrupt = β0 + β1*gift +β2* Firm-level control variables
Here, 42 different values of dependent variable, and 950 different values of independent variable i.e., the value of dependent variable is same for all firms in a given country. This regression model is like Micro-Macro linkage i.e., macro level DV and micro level IV.
I have run the regression using OLS and the model runs perfectly.
My question is that “econometrically is it meaningful”? If I run the model using OLS, is it fine or I should use any other estimation method?
Can you please help me giving your valuable opinion?
Best regards,
Sushmita
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