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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 23:48:59 +0200

Right....but with the assumption that uij (the idiosyncratic term) is orthogonal to uj (all unobserved heterogeneity due to the fixed effects), which is an assumption that should be tested with a Hausman test.

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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The Leadership Quarterly
__________________________________________


On 19.04.2012 23:44, David Greenberg wrote:
The randomness in the intercept represents unobserved heterogeneity. '
    David Greenberg, Sociology Department, NYU

On Thu, Apr 19, 2012 at 5:37 PM, D. Demetriou<dd358@cam.ac.uk>  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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