These won't be two-way random effects estimations; they will be a
combination of one-way random effects and one-way fixed fixed. Which may be
good enough for your purposes...
--Mark
Quoting daniel perez <[email protected]>:
> Just another detail Ricardo...Do I have to interpret
> i.consi and i.const as dummies variables or ... And in
> your example, you didn't specify the panel variable
> and the time dimension variable ???
>
> --- Ricardo Gon�alves Silva <[email protected]>
> a �crit :
> > 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" <[email protected]>
> > To: <[email protected]>
> > 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
> > <[email protected]>
> > > a �crit :
> > >> Hi
> > >>
> > >> The correct syntax is:
> > >>
> > >>
> > >>
> > >> The common constant a0 is automatic added to your
> > >> model.
> > >>
> > >> Ricardo
> > >> ----- Original Message -----
> > >> From: "daniel perez" <[email protected]>
> > >> To: <[email protected]>
> > >> 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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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
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