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st: multilevel model wiith endogenous variable


From   Mike Kim <raravise@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: multilevel model wiith endogenous variable
Date   Thu, 23 Apr 2009 08:47:50 -0500

Hello all,

I am trying to estimate a multilevel (hierarchical) linear model using 
"xtmixed". My data have three dimensions: product (introduced into a given 
country from another country), country, time. Neither dimension is nested in 
another dimension, I think. For example:

xtmixed y x1 x2 x3 || _all: R.country || _all: R.product

The problem is that one of independent variables may be endogenous. My 
understanding is that xtmixed is based on random effect model which assumes 
that no regressors are endogenous. Is there any way to estimate non-nested 
hierarchical model with endogenous variable? Any suggestion would be 
helpful.

Thank you in advance.
Mike.


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