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Unbalanced Panel Data
I have a list of stocks and their respective indicators and annual return across several years. I would like to do a panel data analysis but my panel data were heavily unbalanced. Can I ask
1) how JMP deals with those missing data when I run the fixed effect mixed model?
2) Where can I find information on how to interpret the mixed model results? Especially on the repeated measures results.
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Re: Unbalanced Panel Data
@Zephyr with respect to your second question there are several excellent texts available, really depends on your field. You might consider the Econometric Analysis of Cross Section and Panel Data, by Jeffrey Wooldridge. Additionally, you should look at text SAS for Mixed Models. Both textbooks have second editions. Your first question is a bit confusing in that you refer to fixed effect mixed models, the idea of a mixed model is that it has both fixed and random effects, hence mixed models. I am sure the texts mentioned will help you understand how unbalanced data are handled in the mixed model framework. I hope this is helpful, MG.
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Re: Unbalanced Panel Data
Will JMP estimate what I refer to as 'econometric fixed effects models', that is models with individual specific fixed effects? So far I have not seen how to do this in JMP.