Hi. I have a question that I posted over the weekend that I was hoping
someone would be able to help me with. When estimating models for
cross-sectional time series (using xtreg or similar commands), it is my
understanding that Stata attributes any individual-level effects to the
grouping variable (which is denoted by i). Is there any Stata command
that can be used to estimate a model with a fixed subject effect (where
subject is the grouping variable) and a random time effect? Also, is
there any Stata command that will allow one to estimate a random subject
effect and random time effect in the same model?
--
James Shaw
Graduate Research Associate
College of Pharmacy
The University of Arizona
[email protected]
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