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Re: st: Question about options of "xtreg, re"

From   Maarten buis <>
Subject   Re: st: Question about options of "xtreg, re"
Date   Wed, 26 Nov 2008 19:50:12 +0000 (GMT)

--- Lian <> wrote:
> And I am running a xtreg, re. I need to suppress the intercept.
> However Stata 10 doesn't allow this option. Is there a rationale for
> this ? 

I always think of random effects a way of estimating for each group a
separate intercept in terms of a deviation from the intercept reported
in the main table by -xtreg, re-. (These intercepts aren't estimated
directly, but are represented as a distribution.) Given this way of
thinking about a random effects model, I would be very reluctant to
suppress the intercept.

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

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