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Re: st: panel data xtmixed vs xtreg


From   yuying shi <leavestonebodt@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel data xtmixed vs xtreg
Date   Thu, 2 Jun 2011 09:59:53 -0700 (PDT)

Thanks very much! Another question is : is there any way to control for the endogeneity problem when using xtmixed?  I checked the xtmixed manual, but could not find it. I can certainly use a two stage least square by regressing the endogenous variable on other exogenous variables first and then substitute the predicted value back, but would xtmixed implicitly assume all variables are exogenous? 

Best,
Sunny

--- On Thu, 6/2/11, Joerg Luedicke <joerg.luedicke@gmail.com> wrote:

> From: Joerg Luedicke <joerg.luedicke@gmail.com>
> Subject: Re: st: panel data xtmixed vs xtreg
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, June 2, 2011, 7:55 AM
> On Thu, Jun 2, 2011 at 12:34 AM,
> yuying shi <leavestonebodt@yahoo.com>
> wrote:
> > Dear Statalist,
> >      Currently I am using the xtmixed to analyze
> an unbalance panel data.=
> >  Could any tell me what the difference between xtreg
> and xtmixed? I got dif=
> > ferent result by the two commands.=20
> > Thanks!
> 
> If you run a 2-level varying (aka random) intercept model
> (i.e.
> without varying slopes) using -xtmixed-, you should get the
> same
> results as with -xtreg-'s default re option. You need to
> post your
> code and output (or relevant parts of it) in order to see
> what went
> wrong in your case.
> 
> J.
> 
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