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st: random effects, fixed effects and mixed effects models

From   Shuaizhang Feng <>
Subject   st: random effects, fixed effects and mixed effects models
Date   Thu, 13 Oct 2005 12:16:54 -0700 (PDT)

Dear all:

I have a general question on what to choose with a
panel data model like this:


If I use xtreg to estimate this, when using random
effects models (re), then I am assuming that c is
orthogonal to x, right? But that is some assumption I
am reluctant to make. I do not want to use fixed
effects estimates too because I have too few

So could I use GLLAMM or XTMIXED. I suppose in those c
is not assumed to be orthogonal to x. Is that true?
also, if both GLLAMM and XTMIXED work, which one
should I choose? I may have to use a two level mixed
effects model like this one.


Thanks a lot.


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