----- Original Message -----
From: "James W. Shaw" <[email protected]>
To: <[email protected]>
Sent: Wednesday, October 16, 2002 10:03 PM
Subject: st: Random time effect in models for panel data
> Is there any Stata command
> that can be used to estimate a model with a fixed subject effect (where
> subject is the grouping variable) and a random time effect?
I'm not sure if this is valid, but how about :
xi i.id
xtreg y x _I*, re i(time)
> Also, is there any Stata command that will allow one to estimate a random
subject
> effect and random time effect in the same model?
I believe gllamm can estimate multiple random effects:
gllamm y x, i(id time)
Scott
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