On Tue, Nov 27, 2012 at 11:42 AM, Melvyn Weeks wrote:
can anyone point me to some existing Stata code for simulating static panel
data models?
And particularly random effects models.
*------------- begin example -------------
// for reproducability
set seed 123456
// start with an empty dataset
drop _all
// 20 level 2 groups
set obs 20
// create group identifier
gen group = _n
// a level 2 binary explanatory variable
gen z1 = runiform() < .5
// level 2 error term (sd = .5)
gen u2 = .5*rnormal()
// 5 level 1 observations per level 2 group
expand 5
// a level 1 explanatory variable
// (which is influenced by z1)
gen x1 = rnormal() + .5*z1
// a level 1 error term (sd = .75)
gen u1 = .75*rnormal()
// the dependent variable
gen y = 1 + .5*x1 - z1 + u1 + u2
// estimate the model
xtreg y x1 z1, i(group)
*-------------- end example --------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )
Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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