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st: random effects, fixed effects and mixed effects models


From   Shuaizhang Feng <fengsz@yahoo.com>
To   statalist@hsphsun2.harvard.edu
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:

y(it)=x(it)b+c(i)+v(it)

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
observations.

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.

y(ijt)=x(ijt)b+c1(ij)+c2(i)+v(ijt).

Thanks a lot.

SZ


	
		
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