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

st: fixed effects + clustering


From   Edwin Leuven <[email protected]>
To   [email protected]
Subject   st: fixed effects + clustering
Date   Tue, 30 Mar 2004 15:51:36 +0200 (CEST)

i want to estimate the following equation

y_{ist} = x_{ist}'b + n_{s} + m_{st} + e_{ist} 

with

n_{s}  fixed effects
m_{st}  random effects (clusters)
e_{ist}  iid noise

does anyone know how to conveniently estimate this in stata?

xtreg , fe cluster()

would work, but xtreg does not have a cluster option and there are too 
many n_{s}'s to enter them as dummies in a regular regression like 
this

xi: reg y x i.ns, cluster(mst) 

thanks, edwin
*
*   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