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Re: st: xtmixed command


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
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.

HTH,
J.

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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!

Yours,

DD
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