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st: Random time effect in models for panel data


From   "James W. Shaw" <shaw@pharmacy.arizona.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Random time effect in models for panel data
Date   Wed, 16 Oct 2002 20:03:11 -0700

Hi.  I have a question that I posted over the weekend that I was hoping
someone would be able to help me with.  When estimating models for
cross-sectional time series (using xtreg or similar commands), it is my
understanding that Stata attributes any individual-level effects 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?  Also, is
there any Stata command that will allow one to estimate a random subject
effect and random time effect in the same model?

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