Search results

  1. A

    individual-level random effects and the idiosyncratic error

    Can anyone explain how some of the explanatory variables could be correlated with individual-level random effects, but that none of the explanatory variables are correlated with the idiosyncratic error? How does that work? Could someone please provide an example? "The estimators implemented in...
  2. A

    Panel data correlation

    In a panel dataset of multiple years and multiple countries, what is best practice for running correlations among variables? I know that pooling by both countries and years is not recommended. Is restricting instead by both country and year the preferred method? Or just by either one, country...
  3. A

    interactions not allowed

    i am using a fixed effects model with log of wage as the dependent variable when i try xi: xtreg logwage i.d08##c.yrschool exp2 married, i(id) fe where i.d08##c.yrschool is an interaction term with d08 being a dummy for the year 2008 and yrschool being a continuous variable for years of...