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Re: st: Re: Two-way random model for Panel Data


From   Ricardo Gonçalves Silva <ricardogs@terra.com.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: Two-way random model for Panel Data
Date   Tue, 1 Mar 2005 10:09:23 -0300

Hi,

just add re or mle after comma to get GLS two-way random effects or maximum-likelihood random-effects estimator.

xi: xtreg y x i.consi i.const. re
xi: xtreg y x i.consi i.const, mle

I believe this is what u want.

Cheers

Ricardo
----- Original Message ----- From: "daniel perez" <zerepda@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 01, 2005 9:51 AM
Subject: Re: st: Re: Two-way random model for Panel Data



Hi thank you but I'm now looking for the two way model
with random effects specification...

Your suugestion is the fixed effect approach.
Cheers Daniel
--- Ricardo Gonçalves Silva <ricardogs@terra.com.br>
a écrit :
Hi

The correct syntax is:



The common constant a0 is automatic added to your
model.

Ricardo
----- Original Message ----- From: "daniel perez" <zerepda@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, February 28, 2005 2:01 PM
Subject: st: Two-way random model for Panel Data


> Hi everybody,
>
> I hope I'll find somebody which is able to get
> through a specification problem with panel data.
>
> I want to compute a two-way random a model like
this
> one:
>
> yi,t= a0+consi+const+ b1Xi,t+epsiloni,t
>
> where a0 is a common constant and consi is a
> country specific constant and const is a specific
time
> constant.
> I used xtreg y x dummy (for time period),re
i(country)
> but I'm not sure that it's the correct way
> to formulate this two-way model under random
effects
> approach...
>
> Thank in advance for any help
> Daniel
>
>
>
>
>
>
>
>
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