Thursday, March 09, 2006

st: TSCS: what model for N>T ??

Fellow Stata users,

I�ve been working on TSCS data involving 41 police force areas, and about 7 time periods (soon I hope to be 8). I�m theoretically interested in a fixed effects model, because I want to see how variation within police forces is impacting arrest rates over time (and Hausman tests suggest a fixed effects model is appropriate).

However, is OLS fixed effects my only choice here? I have played a little with a panel adjusted standard error (the Beck and Katz model). But while I have seen published articles which use the PCSE model with a similar data structure to mine (N a lot greater than T), I have since been advised that this is not appropriate. This puzzles me a little, because I have also read further that the Beck/Katz is actually more suited to N>T than other approaches.

In short I�m confused. Help!

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