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st: Identify group id in the random coefficient model


From   Lu Zhang <lu.zhang@ualberta.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Identify group id in the random coefficient model
Date   Fri, 19 Apr 2013 23:37:23 -0600

Hi,

I am using the xtrc command to estimate a random coefficient model.
The regression result shows the coefficients of each individual group,
however it doesn't show the corresponding group number in the original
panel data.

For example, the panel data have 10 firms and only 8 are used in the
random coefficient regression. I only get 8 group coefficients without
knowing which 2 firms are dropped out. Does anyone know how to match
the regression results with the panel data set?

Thanks a lot.

Lu
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