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st: RE: fixed, random effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: fixed, random effects
Date   Mon, 28 Nov 2005 07:50:05 -0600

For fixed effects with weights you could use -areg- and for random effects
you could use Kevin McKinney's -rfregk-

 webuse grunfeld, clear

 areg invest mvalue [aw = kstock], ab(com)

 rfregk invest mvalue [aw = kstock]


Hope this helps,
Scott

________________________________________
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Raphael Schoenle
Sent: Sunday, November 27, 2005 10:18 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: fixed, random effects

Hi everyone,


I have tried to solve a simple problem for days but I can't figure out how
to run it properly in Stata. If someone could give me a hint, this would be
really great.

Basically, I want to run a standard fixed, and random effects regression
(xtreg in STATA) but with _variable_ weights (they correspond to changing
industry shares in the market).

So, for the random effects I tried gllamm but always get an error message of
insufficient observations when I try to use weights.

Here is what I do:

sort ind7090
gllamm dsc dperc dcomp, i(ind7090) pw(wt)

any ideas what goes wrong?

(if there are no weights, then we just get the xtreg dsc dperc dcomp, fe
results.)

Best,

-Raphael


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