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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtmixed to estimate the effect of id and time t |

Date |
Mon, 12 Sep 2011 14:13:58 +0200 |

On Mon, Sep 12, 2011 at 2:07 PM, Song Nhac wrote: > I have an unbalanced data set with id is firms' id and time t, I would > like to measure the effect of unobservable part- but the random effect > command just assumes that time-invariance and predict results based on > the firms' id. So if I want to measure the effect of both id and time, > I could use the command xtmixed? it will allow the effect vary by time > or not? > > My command is: > xtmixed y x1 x2 || id: || t: That is not right as t is not nested in id. What you seem to want is a so called crossed effects model. In the manual there is an entry on how to estimate such a model. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: xtmixed to estimate the effect of id and time t***From:*Song Nhac <songnhac@gmail.com>

**References**:**st: xtmixed to estimate the effect of id and time t***From:*Song Nhac <songnhac@gmail.com>

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