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st: RE: Pooled mean group estimation


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Pooled mean group estimation
Date   Thu, 2 Nov 2006 08:06:19 -0600

One way would be to interact the country id variable with the variables are
want to allow to vary. 

webuse grunfeld,clear
xi i.com*mval
xtreg invest ksto mval _IcomX*, fe

Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Vitor Castro
> Sent: Wednesday, October 25, 2006 8:49 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Pooled mean group estimation
> 
> Does somebody know how to perform a pooled mean group estimation on STATA
> for a panel data model allowing intercepts and some coefficients (and
> error variances) to differ freely across countries, and imposing
> homogeneity on the remaining coefficients?
> Thanks.



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