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st: Re: Random effects and unbalanced panels


From   Paul Seed <[email protected]>
To   [email protected]
Subject   st: Re: Random effects and unbalanced panels
Date   Wed, 20 Dec 2006 11:02:27 +0000

Dear statalist,
I am a little confused by Rodrigo's advice.  Does he mean that
-xtreg- with  the -re- option adjusts for unbalanced panels
automatically; or is he suggesting adding a further option?
The only further option I can see in the manual is -sa-, which uses the
Swamy-Arona estimator of the variance components.

Any comments gratefully received.

Paul Seed

Date: Tue, 19 Dec 2006 10:57:49 -0500

From: "Rodrigo A. Alfaro" <[email protected]>

Subject: st: Re: Random effects and unbalanced panels



Yes, with -xtreg, re- you can check 2 adjustment in the reference book. R.



- ----- Original Message -----

From: "Welsch, David M" <[email protected]>

To: <[email protected]>

Sent: Monday, December 18, 2006 12:38 PM

Subject: st: Random effects and unbalanced panels



I have a question about random effects with unbalanced panels.



Greene, in his "Econometric Analysis" book, mentions an adjustment for

random effects with unbalanced panels (page 634 of the third edition)



Does Stata do this adjustment automatically, I could not find a command

so I am assuming it does it automatically or am I completely wrong and I

have to write the code?





Thanks in advance,





Dave

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