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  • Fixed/random effects for a non-randomly unbalanced panel

    Hi there,

    I have an unbalanced panel dataset consisting of a large number of loans with their repayments observed over time.

    The panel is definitely non-randomly unbalanced as loans drop out of the dataset after the time-period of full-repayment.

    Can anyone suggest a way to correct the fixed and random effects models for this?

    Many thanks.
    David

  • #2
    For additional information, I have looked into the methods suggested by Hausman and Wise (1979) and Wooldridge (2002), but cant find a way to implement them in stata

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    • #3
      You'll get a more helpful answer if you follow the FAQ on asking questions - provide Stata code in code delimiters, Stata output, and sample data using dataex. What is your observation unit? What are you trying to do?

      You might also get help with Hausman & Wise or Wooldridge if you were clearer on what the methods were and what you tried. If Wooldridge (2002) is his textbook, it contains a great many methods.


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