search for: 3x30

...noisy the data are etc. It also depends on how "strongly" poolability is rejected: 0.049 or <2.2 e-16? Moreover, if you have 20.000 data points, most hypotheses end up to be rejected (see Leamer, 1978 on this) but you can also afford to estimate N*(K+1) parameters. On the converse, on 3x30 data points I wouldn't even run the poolability test on parameters, but only on intercepts... The "problematic" dimensions in the light of the efficiency/consistency tradeoff might be like Baltagi et al.'s (30 years x 47 states). This was just very loose talk to give you an idea...