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st: question on random effects estimator and linked employer -employee data


From   Simone Moriconi <simone.moriconi@eco.unipmn.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: question on random effects estimator and linked employer -employee data
Date   Fri, 21 Nov 2008 15:31:48 +0100

Dear Statalist experts,

I'm trying to estimate the wage premium produced by firm level collective agreement using a cross-sectional linked employer-employee dataset.

In the data wages are at the worker level while the variable for collective agreement is at the firm level. Since data are cross sectional I cannot add firms fixed effects; thus I cannot control for firms unobservables (I control of course for all observable characteristics of firms) and my estimates are affected by the presence of firm level unobserved heterogeneity.

The question is the following one: can I use a random effects approach - i.e. exploit the linked employer-employee nature of the data (since I do not have time variation) and treat firms unobserved characteristics as random?

I think that commands xtmixed or gllamm perform this in Stata?

Thanks a lot in advance for any suggestion.

Simone
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