Rozilee wrote:
> i tried to estimates the panel random effect model using the 'xtreg....re'
> command but i need the output show me the results for each group and time
> series dummy.
This is pretty elementary as far as groups are concerned: use the -bysort-
option, thus:
. bysort group: xtreg y x1 x2 xk
However, this won't work when -bysort-ing by your time dummies in -xtreg-:
all you get are a series of blank line-breaks. And so it should: -xtreg-
is designed to fit for you a pooled time-series cross-section models, with
the parameter estimates averaged OVER time, WITHIN groups. If you -bysort-
by year, therefore, you defeat the whole purpose of using such models.
Instead, you'll have to -bysort- using -reg- (as above).
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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