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Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?


From   Michael Ingre <Michael.Ingre@ipm.ki.se>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?
Date   Tue, 12 Oct 2004 20:30:48 +0200

On 2004-10-12, at 17.01, Stas Kolenikov wrote:

Yes, -xtreg, [re|mle]- implicitly assumes MAR and provides consistent
and asymptotically efficient estimates
Thanks for confirming that assumption.

both -xtreg, re- and -gllamm- will be of
little help as they assume independence of observations taken at
different time points conditional on the random effect.
I know very little about econometrics but I realise that this might be a problem also in psychological/experimental longitudinal research. I'm currently reviewing a paper that use SAS (I assume PROC MIXED). The authors just state that they use a compound symmetry correlation structure with no motivation and no test. I have seen this before in papers using PROC MIXED and GEE (exchangeable correlation). Do you think this is a reasonable assumption or should I ask them to motivate their choice?

Thanks

Michael

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