Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: random coefficient models


From   "easycalcs" <[email protected]>
To   [email protected]
Subject   Re: st: random coefficient models
Date   Mon, 20 Oct 2003 21:01:22 -0000

Could a two-step GLS proc be used i.e. heteroskedastic adjusted?


--- In [email protected], DevaneySP@n... (Steven Devaney)
wrote:
> Hello again
>
> Off-list I was asked to clarify what I meant.
>
> What I am interested in is whether anyone knows about or has
written an MLE procedure for estimating B in the set-up?
>
> y(i) = b0 + b1(i) + e(i)
>
> where
>
> b1(i) = B + n(i)
>
> I was hoping to use Hildreth and Houck, but cannot constrain
xtrchh so that t = 1.
>
> Steven Devaney
> University of Reading, UK
>
>
>
>
> DevaneySP@n... wrote:
>
> >Does anyone have experience of applying random coefficient models
to a single cross section of data? At present, all I can find in the
Stata literature is the application to panel data (under xtrchh). If
anyone has experience of this or has previously written routines for
such work, I would be interested in hearing from you.
> >
> >
> >
> >
> >__________________________________________________________________
> >McAfee VirusScan Online from the Netscape Network.
> >Comprehensive protection for your entire computer. Get your free
trial today!
> >http://channels.netscape.com/ns/computing/mcafee/index.jsp?
promo=393397
> >
> >Get AOL Instant Messenger 5.1 free of charge. �Download Now!
> >http://aim.aol.com/aimnew/Aim/register.adp?promo=380455
> >*
> >* � For searches and help try:
> >* � http://www.stata.com/support/faqs/res/findit.html
> >* � http://www.stata.com/support/statalist/faq
> >* � http://www.ats.ucla.edu/stat/stata/
> >
>
> __________________________________________________________________
> McAfee VirusScan Online from the Netscape Network.
> Comprehensive protection for your entire computer. Get your free
trial today!
> http://channels.netscape.com/ns/computing/mcafee/index.jsp?
promo=393397
>
> Get AOL Instant Messenger 5.1 free of charge.  Download Now!
> http://aim.aol.com/aimnew/Aim/register.adp?promo=380455
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index