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

st: Multi-level modeling with AR(1)


From   "Matthew McAtee" <mmcatee@jhsph.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Multi-level modeling with AR(1)
Date   Mon, 3 Oct 2005 23:02:55 -0400

I am running models in Stata 9.1 using -xtmixed-.

I would like to run a 2-level model (sampling times within persons) using a
first-order autoregressive disturbance term, while also specifying random
and nonrandomly varying coefficients.  
It appears that -xtmixed- does not have AR(1) as a covariance modeling
option, and the alternative -xtregar- does not allow for nonrandomly varying
coefficients (it appears).

Am I stuck with a limitation in Stata, or is there a way using xtmixed,
xtregar, or another command to do what I want?

Regards, 
Matt


*
*   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