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st: how to replicate Stata's random effects estimation results?


From   Ada Ma <heu034@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to replicate Stata's random effects estimation results?
Date   Thu, 2 Sep 2010 15:02:13 +0100

Statalisters,

I want to replicate Stata's Random Effects estimates using only the
-regress- command, to gain better understanding as well as to do
something that the current -xtreg- command wouldn't allow me to do.

Do you know of any demonstration where people have been able to
replicate Stata's RE estimates by hand?  Or journal articles that
describe exactly how the RE estimates are calculated?  I have looked
through several econometrics textbooks and it is not entirely clear.

Many thanks in advance.

Regards,
Ada


-- 
Ada Ma
Research Fellow
Health Economics Research Unit
University of Aberdeen, UK.
http://www.abdn.ac.uk/heru/
Tel: +44 (0) 1224 555189
Fax: +44 (0) 1224 550926
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