[Limdep Nlogit List] two-way fixed effects panel data method

William Greene wgreene at stern.nyu.edu
Fri Mar 26 21:46:22 EST 2010


Professor Chau. The fixed effects model doesn't make any assumption
about the spacing of observations in the time dimension. There is a
separate dummy variable for each period. The magnitudes of the differences
between the coefficients may be suggestive of the differences in the
number of periods, but that is not built into the model in any form.
/B. Greene

----- Original Message -----
From: "CK Chau" <beckchau at polyu.edu.hk>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Friday, March 26, 2010 4:08:10 AM GMT -05:00 Colombia
Subject: [Limdep Nlogit List] two-way fixed effects panel data method

Dear all,

Can someone advise me whether the two-way-fixed effects panel data method
can be applied to solve for irregular time period data?


Cheers,


CK Chau
Associate Professor
Dept of Building Services Eng 
The Hong Kong Polytechnic University 


_______________________________________________
Limdep site list
Limdep at limdep.itls.usyd.edu.au
http://limdep.itls.usyd.edu.au


More information about the Limdep mailing list