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Re: st: xtmixed command

From   John Antonakis <>
Subject   Re: st: xtmixed command
Date   Thu, 19 Apr 2012 23:44:17 +0200

Nope; not unless you tell it too by including them (using dummy variables or the Mundlak procedure--see thread "Regression with about 5000 (dummy) variables". If xtmixed does not model fixed-effects then the estimator is potentially inconsistent.



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 19.04.2012 23:37, D. Demetriou wrote:
Hi everyone,

A quick question: does xtmixed (random intercept only) account for unobserved heterogeneity of any type??

Thank you all in advance!


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