Two way fixed effects and unbalanced panel

jocob · Postby **jocob** » Thu Apr 09, 2015 2:42 am

Hi there:),
I'm new here and not really an Eviews pro, but I hope you guys can help me with an issue.
I have an unbalanced panel (for 75 companies and 15 years) and I need to do a cross-section fixed and period fixed effects.
But I get the message that it is not possible for an unbalanced panel. Anyway to solve this issue?
Thanks in advance!

EViews Gareth · Postby **EViews Gareth** » Thu Apr 09, 2015 4:02 am

Can you provide your workfile?

jocob · Postby **jocob** » Thu Apr 09, 2015 4:32 am

Is that necessary? It's a bit confidential.

EViews Glenn · Postby **EViews Glenn** » Thu Apr 09, 2015 9:41 am

Unbalanced two-way fixed effects should be supported. Are you doing any weighting or a special coefficient covariance calculation?

jocob · Postby **jocob** » Sat Apr 11, 2015 6:42 am

No nothing strange,
But I'm sorry I don't know what you precisely mean with weighting or special calculations?!

EViews Glenn · Postby **EViews Glenn** » Sun Apr 12, 2015 8:32 am

Robust covariances or some form of SUR-type estimation.

jocob · Postby **jocob** » Mon Apr 13, 2015 5:24 am

No haven't done that.
So I don't know what the problem is.
But it should be possible with an unbalanced panel to do cross-section and period fixed effects at the same time? Because the error says it's not possible.

EViews Gareth · Postby **EViews Gareth** » Mon Apr 13, 2015 6:59 am

Yep, perfectly possible.

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Two way fixed effects and unbalanced panel

Two way fixed effects and unbalanced panel

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