Re: Re: st: Micro and Macro Variables in Panel Data

["REINERTSON,M YVONNE" <myvonne@ufl.edu>]

Dear Justina and Andreas,

I thank you both for your comments.

Andreas,

I have located the paper that you recommended, and I am in the 
process researching the current literature on multilevel / 
hierarchical / random coefficients models. Additionally, I also 
began studying the www.gllamm.org site. At first glance, from what 
I have discovered so far, this appears to be exactly what I need.

You have-my kindest thanks, Yvonne

On Fri, 25 June 2004, Andreas Kuhn wrote:

Dear Yvonne,

I think you should have a look at so-called multilevel / 
hierarchical /
random coefficients - models, which try (among other things) to 
tackle
exactly to problem you face: explaining mirco-data (partially) 
through
macro-data.

I am not very knowledgeable about these methods, but I just wanted 
to
give this hint. You can obtain more information at, for example:

www.gllamm.org

where you can also downwload stata-programs - gllamm - for 
estimating
these models. An easy-going introduction is given by: Thomas 
DiPrete and
Jerry Forristal (1994), Annual Review of Sociology, 20, 331-357.

I hope this helps, Andreas



To my original post:
Dear Statalisters,

I have gained greatly by reading this list over the years while
completing my college core courses (possibly more than I gained 
from my
various stat classes). However, now that I am an active 
researcher, and
devoted Stata follower, I need some guidance. In addition, 
someday,
after completing enough of a rather steep learning curve, return 
the
favor by contributing to the list.

Problem to Solve: I am working on research that involves a panel 
data
where the LHS response variable is an individual specific 
microeconomic
variable while the RHS explanatory variables are all 
macroeconomic
variables common to each panel. Obviously, Stata is not able to 
break
out the relationships with this panel data structure.

Solutions Attempted: I am currently studying chapter eleven in 
Kmenta,
1986, “Elements of Econometrics” to see if I can use an indicator
variable specific to each individual in an interaction term with 
the
macroeconomic variables. Something like Y(i,t)=B(0) + 
B(1)I(i)X(t)
+…+e(i,t)

Questions: (1) Statalist Archives: There have been previous 
threads on
Statalist concerning this research problem, but I have not been 
able to
search out any useful past postings. Does anyone remember this 
topic
being discussed? If so, do you remember the Stata solutions?; (2)
Literature Research: What are some literature references that I 
could
research on this topic?

My field of study is economics; however, the references that you
recommend need not be. I’m really looking for technique guidance, 
which
can come from any field of research.

Version: Stata 7 (final update)
OS: WindowsXP

Thanks,

Yvonne

M. Yvonne Reinertson
University of Florida, PhD Candidate


--
REINERTSON,M YVONNE


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