Re: st: Re: Two-way random model for Panel Data

[Ricardo Gon�alves Silva <ricardogs@terra.com.br>]

Hi,

just add re or mle after comma to get GLS two-way random effects or 
maximum-likelihood random-effects estimator.

xi: xtreg y  x i.consi i.const. re
xi: xtreg y  x i.consi i.const, mle

I believe this is what u want.

Cheers

Ricardo
----- Original Message ----- 
From: "daniel perez" <zerepda@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 01, 2005 9:51 AM
Subject: Re: st: Re: Two-way random model for Panel Data



> Hi thank you but I'm now looking for the two way model
> with random effects specification...
>
> Your suugestion is the fixed effect approach.
> Cheers Daniel
> --- Ricardo Gon�alves Silva <ricardogs@terra.com.br>
> a �crit :
> > Hi
> >
> > The correct syntax is:
> >
> >
> >
> > The common constant a0 is automatic added to your
> > model.
> >
> > Ricardo
> > ----- Original Message ----- 
> > From: "daniel perez" <zerepda@yahoo.com>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Monday, February 28, 2005 2:01 PM
> > Subject: st: Two-way random model for Panel Data
> >
> >
> > > Hi everybody,
> > >
> > > I hope I'll find somebody which is able to get
> > > through a specification problem with panel data.
> > >
> > > I want to compute a two-way random a model like
> > this
> > > one:
> > >
> > > yi,t= a0+consi+const+ b1Xi,t+epsiloni,t
> > >
> > > where a0 is a common constant and consi is a
> > > country specific constant and const is a specific
> > time
> > > constant.
> > > I used xtreg y x dummy (for time period),re
> > i(country)
> > > but I'm not sure that it's the correct way
> > > to formulate this two-way model  under random
> > effects
> > > approach...
> > >
> > > Thank in advance for any help
> > > Daniel
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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