Re: [Gretl-users] Thanks on Allison's alternative Hausman test / No joy on PCSEs

On 27 December 2012 22:37, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: Not all unbalanced panels provoke a problem with PCSEs. From brief Which is what I have experienced: the very last time dummy in my model is dropped due to collinearity, which provokes two questions: (1) how do I prevent that (T-2) dummies from being dropped? I don't necessarily want to drop any X variables from the model; (2) as there is no LDV, how do I ensure that I select robust SEs that do not correct for autocorrelation? Thanks again. -- Clive Nicholas (clivenicholas.posterous.com) [Please DO NOT mail me personally here, but at <clivenicholas(a)hotmail.com&gt;. Please respond to contributions I make in a list thread here. Thanks!] "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson