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   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, daniel perez <zerepda@yahoo.com>
Subject   Re: st: Re: Two-way random model for Panel Data
Date   Tue, 01 Mar 2005 16:46:29 +0000 (GMT)

The only way to do it is to program it, I'm afraid.  The best-case scenario
is that someone else has already done it, but I don't know of anyone who has.

--Mark

Quoting daniel perez <zerepda@yahoo.com>:

> Mark,
> 
> Do you have any suggestion to compute a two-way random
> effects model ?
> Thanks 
> Daniel
> 
>  --- Mark Schaffer <M.E.Schaffer@hw.ac.uk> a écrit : 
> > These won't be two-way random effects estimations;
> > they will be a
> > combination of one-way random effects and one-way
> > fixed fixed.  Which may be
> > good enough for your purposes...
> > 
> > --Mark
> > 
> > Quoting daniel perez <zerepda@yahoo.com>:
> > 
> > > 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
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> >
> > > > >> > Découvrez le nouveau Yahoo! Mail : 250 Mo
> > > > d'espace
> > > > >> de stockage pour vos
> > > > >> > mails !
> > > > >> > Créez 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/
> > > > >>
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Découvrez le nouveau Yahoo! Mail : 250 Mo
> > d'espace
> > > > de stockage pour vos 
> > > > > mails !
> > > > > Créez 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/
> > 
> === message truncated === 
> 
> 
> 	
> 
> 	
> 		
> Découvrez le nouveau Yahoo! Mail : 250 Mo d'espace de stockage pour
> vos mails ! 
> Créez 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/
> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes

-------------------------------------------------------------------
DISCLAIMER

This message is subject to http://www.hw.ac.uk/disclaim.htm 

-------------------------------------------------------------------

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index