Monday, February 27, 2006

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 M�laga, 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/


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