I have seen several papers that discuss random time effects in panel data models
(e.g., Maddala and Wu. Oxford Bull Econ Statistics 1999; 61(0): 631-652).
--
James Shaw
Joseph Coveney wrote:
> James Shaw asked whether Stata could fit a model that has subject as a fixed
> effect and time as a random effect. Scott Merryman and Kit Baum responded.
>
> I'm curious: under what circumstances would time be considered a random effect?
>
> Joseph Coveney
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
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