I would like to estimate a linear model with a fixed effect for each
i = 1, ..., n and a random effect for each j = 1, ..., k.
I don't want to include dummy variable for the variables i because
there are too many (So, I would like to estimate it with with
something like areg or xtreg.)
Any suggestions of how to do this? (xtreg, areg do not seem to be able
to include both a fixed and a ranom effect and in xtmixed one need to
include fixed effects as dummy variables)
Thanks.
Richard
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