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Re: st: xtmixed command


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmixed command
Date   Thu, 19 Apr 2012 21:35:09 -0400

A random intercept model as estimated by xtmixed, allows for variation
across entities that is constant over time. If you want random
contributions that vary randomly across time and across entities, and
are uncorrelated with the level-1 or level-2 predictors, those are the
idiosyncratic error terms in this model. David Greenberg, Sociology
Department, NYU

On Thu, Apr 19, 2012 at 5:55 PM, D. Demetriou <dd358@cam.ac.uk> wrote:
> Thank you for your comments!
>
> This is how i think of it: Fixed-effects are equivalent to n entity-specific
> dummies, in effect allowing for varying intercepts across regions.
>
> A mixed effect (random intercept) model allows for the region-specific
> intercepts to vary from one wave/panel to the other (instead of assuming
> that entity-specific intercepts are constant over time).
>
> Is this the correct intuition?? I hope it is!
>
> Truly yours,
>
> DD
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