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


From   daniel perez <zerepda@yahoo.com>
To   statalist@hsphsun2.harvard.edu
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 Gonçalves Silva <ricardogs@terra.com.br>
a écrit : 
> 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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