Ingo,
As far as I can tell, xthataylor only allows for one id variable.
I would like to do fixed effects with respect to one cross sectional variable,
and random effects with respect to another crosssectional variable.
areg allows you to do do fixed effects with resepct to one cross
sectional variable
and clustering with respect to another, but random effects leads to a
more efficient estimates than clustering.
Richard
On 12/13/06, Ingo Brooks <[email protected]> wrote:
Richard,
Maybe you could take a look at -xthtaylor-?
Cheers,
Ingo
On 12/13/06, Richard Boylan <[email protected]> wrote:
> I would like to estimate a linear model with a fixed effect for each
> i = 1, ..., n and a random effect for each j = 1, ..., k.
>
> I don't want to include dummy variable for the variables i because
> there are too many (So, I would like to estimate it with with
> something like areg or xtreg.)
>
> Any suggestions of how to do this? (xtreg, areg do not seem to be able
> to include both a fixed and a ranom effect and in xtmixed one need to
> include fixed effects as dummy variables)
>
> Thanks.
>
> Richard
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>
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