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From |
Filipa de Castro <filipa.castro@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: simultaneous fixed and between effects |

Date |
Fri, 16 Oct 2009 10:35:23 -0500 |

Dear statalisters, I am running a model on a panel with two time points and want to estimate simultaneously fixed effects (within) and between effects using this sintax which follows a procedure suggested in Sophia Rabe-Hesketh´s book on multilevel and lingitudinal modelling using stata 2nd ed. egen mean_bpd=mean(bpd), by(id) egen delta_bpd= bpd-mean_bpd xtreg dep mean_bpd delta_bpd By doing this, mean_bpd coefficient is the between effect and delta_bpd is the fixed effect. The output is : . xtreg dep nm_bp dev_bp Random-effects GLS regression Number of obs = 407 Group variable: subject Number of groups = 270 R-sq: within = 0.1137 Obs per group: min = 1 between = 0.0913 avg = 1.5 overall = 0.0906 max = 2 Random effects u_i ~ Gaussian Wald chi2(2) = 43.69 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 dep Coef. Std. Err. z P>z [95% Conf. Interval] nm_bp 1.135272 .2410716 4.71 0.000 .6627809 1.607764 dev_bp .8803003 .1789422 4.92 0.000 .5295801 1.23102 _cons .5785817 .1756038 3.29 0.001 .2344046 .9227588 sigma_u 1.0789156 sigma_e 1.1515882 rho .46745328 (fraction of variance due to u_i) I have two questions: 1) How exactly is the nm_bp interpreted? I mean, I understand that is the between effect subject, but not sure how to interpret it. is that the change for "dep" in which time point? I know this may be a silly question but it is puzzling me. 2) can the same model be run with a dichotomous dependent variable, using xtlogit? If not, is there a way to do this? Many thanks Filipa * * 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/

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