Panel data with small sample

[Jospehine Vael]

Hi,

I have a sample with N = 5 (Countries) and t = 21 (years) and 9 explanatory variables. I am thinking about doing a panel data regression, but my supervisor is concerned about the small sample size. Is this model a possibility. If yes, how can I make it work? If no, what are other potential methodologies I can use?

Thanks in advance.

[Jared Greathouse]

I mean it's not illegal to do this, but you just have a very very small sample size of like 105, right? This aside, what're you investigating even? I can think of situations where small samples may be preferable, even, to large samples, but we can't say what that is just yet.

Show me the results of

dataex, count(110)

and please do give more context on what exactly you're studying