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But if we still apply xtreg, fe and xtreg, re when T>N, how will our results be affected?
Can I please say that the Maximum T I have is 28, while N is ranging between 3 and 17 in different estimations. How the results will be affected if I apply xtreg, fe or re here?
Also, can you please tell me when was the xtregar first introduced?
Sidra:
- in sum: it's a matter of serial corrrelation, that deserves more precise ways of modelling when T>N (something that -xtreg- can't do that well);
- for more details on -xtregar-, see the related entry in Stata .pdf manual.
In addition to my query above and given our conversation before that, do you think xtgls and xtregar work when T>N and the explanatory variables are a mix of I(0) and I(1) variables? Is there any requirement of the stationarity of the variables for xtgls and xtregar?
Please recall that T could be around 28, while N ranges between 3 and 17 in different estimations.
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