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Re: st: xtreg and weights
From
Comp Avail Bot <[email protected]>
To
[email protected]
Subject
Re: st: xtreg and weights
Date
Tue, 12 Oct 2010 16:27:37 +1100
Thanks Stas.
On 12/10/2010, at 2:58 PM, Stas Kolenikov wrote:
> On Sun, Oct 10, 2010 at 10:12 PM, comp Avail <[email protected]> wrote:
>> 1. I’d like to estimate a standard panel data regression model
>> using random effects, but with weights that vary across both time and
>> panels.
>> xtreg won’t allow that. Is there a way to get around it?
>>
>>
>> 2. I’d like to estimate a standard panel data regression model
>> and impose some nonlinear restrictions on the parameters of the type
>> b1/b2 = c1/c2. Is there a way to achieve that? Hopefully in a way that
>> allows weights to be applied. A solution for either fixed effects or
>> random effects or both, would be helpful.
>
> 1. -gllamm- allows for weights to vary both within and between panels.
> Of course you'd want to use -xtreg- to provide the starting values.
>
> 2. Nonlinear constraints make any model extremely complicated. However
> you might be able to rephrase your model with additional variables and
> linear constraints among coefficients.
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
>
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