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st: Re: panel: within and between dimension/correlated effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: panel: within and between dimension/correlated effects
Date   Fri, 21 Feb 2003 11:15:48 -0600

----- Original Message -----
From: <MKF.Poschke@Student.Unimaas.NL>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, February 20, 2003 7:01 AM
Subject: st: panel: within and between dimension/correlated effects


> Greetings,
>
> I posted this question some time ago, without any reaction. Therefore, I
> will try to make it clearer.
>
> I am estimating a macroeconomic panel data model, and I am looking for an
> estimator that accomodates both the within and the between dimensions.

Isn't the random effects estimator (xtreg, re) a weighted averaged of the
between and within results?

Have you taken look at xtgee - it allows for variety of correlation structures
and semi-robust standard errors, though it is a population-averaged estimator.

I hope this helps,
Scott


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