Dear all:
I have a general question on what to choose with a
panel data model like this:
y(it)=x(it)b+c(i)+v(it)
If I use xtreg to estimate this, when using random
effects models (re), then I am assuming that c is
orthogonal to x, right? But that is some assumption I
am reluctant to make. I do not want to use fixed
effects estimates too because I have too few
observations.
So could I use GLLAMM or XTMIXED. I suppose in those c
is not assumed to be orthogonal to x. Is that true?
also, if both GLLAMM and XTMIXED work, which one
should I choose? I may have to use a two level mixed
effects model like this one.
y(ijt)=x(ijt)b+c1(ij)+c2(i)+v(ijt).
Thanks a lot.
SZ
__________________________________
Yahoo! Mail - PC Magazine Editors' Choice 2005
http://mail.yahoo.com
*
* 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/
