----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Thursday, February 20, 2003 7:01 AM
Subject: st: panel: within and between dimension/correlated effects
> Greetings,
>
> I posted this question some time ago, without any reaction. Therefore, I
> will try to make it clearer.
>
> I am estimating a macroeconomic panel data model, and I am looking for an
> estimator that accomodates both the within and the between dimensions.
Isn't the random effects estimator (xtreg, re) a weighted averaged of the
between and within results?
Have you taken look at xtgee - it allows for variety of correlation structures
and semi-robust standard errors, though it is a population-averaged estimator.
I hope this helps,
Scott
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