Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   daniel perez <[email protected]>
To   [email protected]
Subject   Re: st: Re: Two-way random model for Panel Data
Date   Tue, 1 Mar 2005 14:22:06 +0100 (CET)

Just another detail Ricardo...Do I have to interpret
i.consi and i.const as dummies variables or ... And in
your example,  you didn't specify the panel variable
and the time dimension variable ???

 --- Ricardo Gon�alves Silva <[email protected]>
a �crit�: 
> 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" <[email protected]>
> To: <[email protected]>
> 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 Gon�alves Silva
> <[email protected]>
> > a �crit :
> >> Hi
> >>
> >> The correct syntax is:
> >>
> >>
> >>
> >> The common constant a0 is automatic added to your
> >> model.
> >>
> >> Ricardo
> >> ----- Original Message ----- 
> >> From: "daniel perez" <[email protected]>
> >> To: <[email protected]>
> >> 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
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > D�couvrez le nouveau Yahoo! Mail : 250 Mo
> d'espace
> >> de stockage pour vos
> >> > mails !
> >> > Cr�ez votre Yahoo! Mail sur
> >> http://fr.mail.yahoo.com/
> >> > *
> >> > *   For searches and help try:
> >> > *
> >> http://www.stata.com/support/faqs/res/findit.html
> >> > *   http://www.stata.com/support/statalist/faq
> >> > *   http://www.ats.ucla.edu/stat/stata/
> >> >
> >> >
> >> >
> >> > -- 
> >> > No virus found in this incoming message.
> >> > Checked by AVG Anti-Virus.
> >> > Version: 7.0.300 / Virus Database: 266.5.1 -
> >> Release Date: 27/2/2005
> >> >
> >> >
> >>
> >>
> >>
> >> -- 
> >> No virus found in this outgoing message.
> >> Checked by AVG Anti-Virus.
> >> Version: 7.0.300 / Virus Database: 266.5.1 -
> Release
> >> Date: 27/2/2005
> >>
> >> *
> >> *   For searches and help try:
> >> *
> >> http://www.stata.com/support/faqs/res/findit.html
> >> *   http://www.stata.com/support/statalist/faq
> >> *   http://www.ats.ucla.edu/stat/stata/
> >>
> >
> >
> >
> >
> >
> >
> > D�couvrez le nouveau Yahoo! Mail : 250 Mo d'espace
> de stockage pour vos 
> > mails !
> > Cr�ez votre Yahoo! Mail sur
> http://fr.mail.yahoo.com/
> > *
> > *   For searches and help try:
> > *  
> http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
> >
> >
> > -- 
> > No virus found in this incoming message.
> > Checked by AVG Anti-Virus.
> > Version: 7.0.300 / Virus Database: 266.5.3 -
> Release Date: 1/3/2005
> > 
> 
> 
> 
> -- 
> No virus found in this outgoing message.
> Checked by AVG Anti-Virus.
> Version: 7.0.300 / Virus Database: 266.5.3 - Release
> Date: 1/3/2005
> 
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>  


	

	
		
D�couvrez le nouveau Yahoo! Mail : 250 Mo d'espace de stockage pour vos mails ! 
Cr�ez votre Yahoo! Mail sur http://fr.mail.yahoo.com/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index