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Re: st: how to access coefficients for each observation in panel data with fixed effects


From   brendan.halpin@ul.ie (Brendan Halpin)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to access coefficients for each observation in panel data with fixed effects
Date   Tue, 12 Apr 2011 09:13:21 +0100

On Mon, Apr 11 2011, Brendan Halpin wrote:

> I suspect the OP is looking for what is called in multi-level modelling
> terms, a random-coefficient model. -xtreg- doesn't provide that but
> -xtmixed- does.

To follow up with more detail, here is an example from the xtmixed help
. xtmixed ln_w grade age c.age#c.age ttl_exp tenure c.tenure#c.tenure || id: tenure

For each value of id a random intercept is estimated, but also a random
slope (or coefficient) for tenure.

However, reading back through the thread it seems the OP has only three
observations per unit, which is too small to support this sort of
analysis.

Brendan
-- 
Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
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