From | "ALICE DOBSON" <alice_dobson@hotmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | RE: st: fixed effects estimation with time invariant variables |
Date | Wed, 27 Jul 2005 07:03:32 -0400 |
From: Christopher Baum <baum@bc.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: fixed effects estimation with time invariant variables
Date: Tue, 26 Jul 2005 13:49:55 -0400
Martha said .............................
Chris replied: This is quite incorrect. The standard random effects model, xtreg, re, does NOT involve anything beyond a random intercept. She is correct is noting that to use RE there is a maintained assumption of orthogonality between regressors and the random intercept for each unit. As Mark S. said, xthtaylor is a way around the oft-violated orthogonality assumption. Mark is right on in suggesting that you should do the Hausman test.
You do not need Some Alternative Software nor GLLAMM to estimate a mixed model in Stata. These models (which indeed combine random and fixed effects) are available with command xtmixed._________________________________________________________________
Kit
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