.- help for ^xtrchh^ (STB-33: sg62) .- Hildreth-Houck Random coefficients regression for panel data ------------------------------------------------------------ ^xtrchh^ depvar [varlist] [^if^ exp] [^in^ range] [^, l^evel^(^#^)^ ^i(^varname^)^ ^t(^varname^)^ ] ^xtrchh^ shares the features of all estimation commands; see help @est@. ^xtrchh^, typed without arguments, redisplays previous estimates. To reset problem-size limits, see help @matsize@. Description ----------- If you have not read help for @xt@, please do so now. ^xtrchh^ estimates random coefficients regression models for panel data. y[i,t] = a + B*x[i,t] + u[i] + e[i,t] i = 1, 2, ..., n is the groups (or items) t = 1, 2, ..., T_i is the time for group i Included in the output is the results of a test of parameter constancy. Options ------- ^level(^#^)^ specifies the significance level, in percent, for confidence intervals of the coefficients; see help @level@. ^i(^varname^)^ specifies the variable name corresponding to i; see help @xt@. ^t(^varname^)^ specifies the variable name corresponding to t; see help @xt@. ^nocons^ requests that a model be fit without a constant term. Examples -------- . ^xtrchh i f c, i(group) t(year)^ . ^xtrchh i f c, i(group) t(year) nocons^ Also see -------- STB: STB-33, sg62 On-line: help for @xt@, @xtdata@, @xtdes@, @xtsum@, @xttab@; @est@; @correlate@, @test@ @xtreg@ Author ------ James W. Hardin Stata Corporation jwh@@stata.com