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st: Random time effects


From   "James W. Shaw" <shaw@pharmacy.arizona.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Random time effects
Date   Sun, 13 Oct 2002 09:42:48 -0700

I have two questions regarding panel data models.  First, it is my
understanding that Stata attributes any individual-level effects (be
they fixed or random) to the grouping variable (which is denoted by i).
Is there any Stata command that can be used to estimate a model with a
fixed subject effect (where subject is the grouping variable) and a
random time effect?  Second, is there any Stata command that will allow
one to estimate a random subject effect and random time effect in the
same model?

Thanks in advance.
--
James Shaw
Graduate Research Associate
College of Pharmacy
The University of Arizona
shaw@pharmacy.arizona.edu
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