Re: st: Random coefficients model

[Jeph Herrin <stata@spandrel.net>]

Since you seem to want some coefficients to not be random, then -xtrc- will not work for you; the model it estimates 
assumes all coefficients are random.

Other than that, I'm not sure how to advise you. If you explained what model you wanted to estimate, it would be easier 
to identify which Stata command you should use.

cheers,
Jeph

On 5/31/2013 4:27 PM, Lu Zhang wrote:
> 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
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