Dear Sir
I have 9 years data for 5 banks. Thus 45 observations. I want to know what is the minimum number of observations required to estimate fixed effect model so that one is confident about coefficients. Thanks
Tahir
Minimum number of observations required.
Re: Minimum number of observations required.
That's probably fine. You obviously don't get consistent estimates of the individual-specific intercepts, but assuming the underlying model is correct (that the slope coefficients are fixed across individuals), you have enough to get reasonable estimates of those.