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Re: st: ml estimation with random effect


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ml estimation with random effect
Date   Thu, 03 May 2012 07:39:48 +0200

Right....that is the simplest option and -xtmixed- can do the trick too. However, if you really want to tweak things yourself (in terms of constraints made), see:

Bollen, K. A., & Brand, J. E. (2010). A General Panel Model with Random and Fixed Effects: A Structural Equations Approach. Social Forces, 89(1), 1-34.

You can do this in Stata, using the command -sem- and putting your data in the "wide" format. See:

http://blog.stata.com/2011/09/28/multilevel-random-effects-in-xtmixed-and-sem-the-long-and-wide-of-it/

Best,
J.


__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 02.05.2012 23:25, Stas Kolenikov wrote:
Isn't it -xtreg, mle-?

On Wed, May 2, 2012 at 4:04 PM, Mouna Sebri<mouna.sebri@gmail.com>  wrote:
Hi

Please, does anybody know how to add a Random intercept to a
regression (panel data) with a ML estimation.

Thanks
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