Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question about options of "xtreg, re"
Date   Wed, 26 Nov 2008 19:50:12 +0000 (GMT)

--- Lian <ljian@umich.edu> 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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index