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st: RE: RE: time random effects

From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: time random effects
Date   Wed, 22 Jun 2005 19:38:15 -0500

If you want random time effects without cross section effects you can use
-xtreg-.  Simply specify the "i(varname)" option with the time variable
(i.e.  -xtreg depvar indepvar, i(time)-)

For two-way random effects take a look at -xtmixed- or -gllamm-


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Wanli Zhao
> Sent: Wednesday, June 22, 2005 3:52 PM
> To: [email protected]
> Subject: st: RE: time random effects
> I asked the same question before and stared at the list every day and got
> no
> reply. I did some homework and found people say that Stata can do the
> two-way effects panel model (error component model by another name). I
> still
> cannot figure out how to do it in Stata. Adding time dummies to do fixed
> effects is simple (with/without cross-section effects). But how to do time
> random effects, with/without cross-section effects? In the literature and
> text books, error component model with time variation and cross-section
> variation is just there. If you know how to do it in Stat, pls help.
> Thanks
> a lot.
> Wanli Zhao
> Using Stata 9
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