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Re: st: Random time effect in models for panel data


From   "James W. Shaw" <shaw@pharmacy.arizona.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random time effect in models for panel data
Date   Thu, 17 Oct 2002 07:11:35 -0700

I have seen several papers that discuss random time effects in panel data models
(e.g., Maddala and Wu. Oxford Bull Econ Statistics 1999; 61(0): 631-652).

--
James Shaw

Joseph Coveney wrote:

> James Shaw asked whether Stata could fit a model that has subject as a fixed
> effect and time as a random effect.  Scott Merryman and Kit Baum responded.
>
> I'm curious:  under what circumstances would time be considered a random effect?
>
> Joseph Coveney
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