Re: st: ml estimation with random effect

[John Antonakis <John.Antonakis@unil.ch>]

Right....that is the simplest option and -xtmixed- can do the trick too. 
However, if you really want to tweak things yourself (in terms of 
constraints made), see:

Bollen, K. A., & Brand, J. E. (2010). A General Panel Model with Random 
and Fixed Effects: A Structural Equations Approach. Social Forces, 
89(1), 1-34.

You can do this in Stata, using the command -sem- and putting your data 
in the "wide" format.  See:

http://blog.stata.com/2011/09/28/multilevel-random-effects-in-xtmixed-and-sem-the-long-and-wide-of-it/

Best,
J.


__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 02.05.2012 23:25, Stas Kolenikov wrote:
> Isn't it -xtreg, mle-?
>
> On Wed, May 2, 2012 at 4:04 PM, Mouna Sebri<mouna.sebri@gmail.com>  wrote:
> > Hi
> >
> > Please, does anybody know how to add a Random intercept to a
> > regression (panel data) with a ML estimation.
> >
> > Thanks
> > *
> > *   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/