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

Subject   Re: Re: st: Micro and Macro Variables in Panel Data
Date   Tue, 29 Jun 2004 14:40:09 -0400 (EDT)

Dear Justina and Andreas,

I thank you both for your comments.


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 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

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

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)

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



M. Yvonne Reinertson
University of Florida, PhD Candidate


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