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From |
Andrew Spiegelman <aspiege@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Random Coefficients in Crossed-Effects Models |

Date |
Wed, 9 Dec 2009 15:16:50 -0600 |

I am using Stata MP version 10 in Windows. I would like to run a crossed-effects model using xtmixed. Further, I would like this model to have random coefficients in addition to the random intercepts it normally produces. For example, a basic crossed-effects model looks like xtmixed depvar indepvar || _all: R.groupvar1 || groupvar2: where groupvar1 and groupvar2 are the two groups I would like to estimate random effects for but would like them not to be nested within each other (hence why I wish to use a crossed-effects model). But this model does not appear to permit the use of random coefficients the way the more basic xtmixed command does: xtmixed depvar indepvar || groupvar: indepvar In the above case my output will contain a random intercept organized by the group groupvar and will also have a random coefficient on indepvar associated with groupvar. My question is, how can I get the random coefficient into a crossed-effects model? Specifically, I'd like the random coefficient to occur in BOTH groups. I have tried the following: xtmixed depvar indepvar || _all: R.groupvar1 indepvar || groupvar2: xtmixed depvar indepvar || _all: R.groupvar1 || groupvar2: indepvar: The problem with the first of these is that I get an r(198) saying that "R.groupvar1 indpevar" is an invalid level specification. The problem with the second one is that it appears to give me a random coefficient on indepvar associated with groupvar2 but does not appear to give me a random coefficient on indepvar associated with groupvar1. * * 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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