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-
Scott
> -----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
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
