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From |
Song Nhac <songnhac@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtmixed to estimate the effect of id and time t |

Date |
Wed, 14 Sep 2011 15:29:53 +0200 |

Thank Marteen, The command should be: xtmixed y x1 x2 || _all.R:id || _all.R:t But because of unbalanced data, the command cannot caculate the gradient. I try to use other methods: with technique (bfgs) or put more option: mle but I cannot get the standard error when perfoming the command. Thanks, SN On Mon, Sep 12, 2011 at 2:13 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Mon, Sep 12, 2011 at 2:07 PM, Song Nhac wrote: >> I have an unbalanced data set with id is firms' id and time t, I would >> like to measure the effect of unobservable part- but the random effect >> command just assumes that time-invariance and predict results based on >> the firms' id. So if I want to measure the effect of both id and time, >> I could use the command xtmixed? it will allow the effect vary by time >> or not? >> >> My command is: >> xtmixed y x1 x2 || id: || t: > > That is not right as t is not nested in id. What you seem to want is a > so called crossed effects model. In the manual there is an entry on > how to estimate such a model. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > > http://www.maartenbuis.nl > -------------------------- > * > * 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/ > * * 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/

**References**:**st: xtmixed to estimate the effect of id and time t***From:*Song Nhac <songnhac@gmail.com>

**Re: st: xtmixed to estimate the effect of id and time t***From:*Maarten Buis <maartenlbuis@gmail.com>

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