Monday, February 27, 2006

Re: st: fixed effects on PCSE model

A fixed effects model would be appropriate, except that you lose the ability to learn about the effects of any independent variables that do not change over time. David Greenberg

----- Original Message ----- From: joel miller <joelstar90@hotmail.com> Date: Monday, February 27, 2006 4:43 pm Subject: Re: st: fixed effects on PCSE model

> Thanks David, that´s good to know. > > But, do you know what choice of models I do have when dealing with > a small T > and an N that is much larger than T? I am keen, from a theoretical > point of > view, to use a fixed effects approach, and I had read that Beck > Katz model > would be better for my situation than the Park model. Should I just > be > thinking OLS fixed effects? > > Thanks, > > Joel. > > > >From: David Greenberg <dg4@nyu.edu> > >Reply-To: statalist@hsphsun2.harvard.edu > >To: statalist@hsphsun2.harvard.edu > >Subject: Re: st: fixed effects on PCSE model > >Date: Mon, 27 Feb 2006 16:34:16 -0500 > > > >Panel-corrected standard error estimation is called for when the > number>of time points is large, and the number of cases is small. > That is not > >your circumstance, and themethod of analysis you have chosen is > >inappropriate. David Greenberg, Sociology Department, New York > University.> > >----- Original Message ----- > >From: joel miller <joelstar90@hotmail.com> > >Date: Monday, February 27, 2006 10:14 am > >Subject: st: fixed effects on PCSE model > > > > > I´m doing some TSCS modeling on police activity data that has 42 > > > separate > > > police areas, and about 6 or 7 time points. I´m thinking that PSCE > > > models > > > are most appropriate here (though I´d welcome any comments or > > > detractions > > > from this). I´m also keen to try these models with unit fixed > effects.> > > > > My key question is, does Stata have a default commands to create > > > and include > > > dummy variables in the .xtpcse commands, or will I have to create > > > my own > > > dummies. In other Stata PCSE I know how to build in fixed effects, > > > but I > > > haven´t found syntax for this with the .xtpcse modelling > procedure.> > > > > Thanks, > > > > > > Professor Joel Miller > > > University of Málaga, Spain > > > > > > > > > * > > > * For searches and help try: > > > * http://www.stata.com/support/faqs/res/findit.html > > > * http://www.stata.com/support/statalist/faq > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > >* > >* For searches and help try: > >* http://www.stata.com/support/faqs/res/findit.html > >* http://www.stata.com/support/statalist/faq > >* http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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