Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Random coefficients model


From   Lu Zhang <lu.zhang@ualberta.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random coefficients model
Date   Fri, 31 May 2013 14:27:04 -0600

Hi Jeph,

Thanks for your reply. I found that both xtmixed and xtrc can do
random coefficients model in Stata. I have an unbalanced firm-year
panel with over 500 firms and about 30-year long time series. I want
to calculate a regression coefficient for each firm. I am not sure
which one of the two methods fits my data better and what are the
difference between them. Any advice?

Thanks.

Lu

On Fri, May 31, 2013 at 2:04 PM, Jeph Herrin <stata@spandrel.net> wrote:
> Yes. Typically, one must specify which coefficients are random; other remain
> fixed.
>
> I suggest you look at -help xtmixed-.
>
>
> cheers,
> Jeph
>
>
>
>
>
> On 5/31/2013 2:40 PM, Lu Zhang wrote:
>>
>> Hi,
>>
>> I have a question about the random coefficients model. I am wondering
>> whether it is possible to fix some of the independent variables, i.e.
>> the same coefficients across all the groups, and only allow one of the
>> independent variable to have random coefficient, i.e. each group has
>> its own coefficient? Any advice or suggestions will be greatly
>> appreciated.
>>
>> Thanks.
>>
>> Lu
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index