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st: Re: Random effects and unbalanced panels


From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: Random effects and unbalanced panels
Date   Tue, 19 Dec 2006 10:57:49 -0500

Yes, with -xtreg, re- you can check 2 adjustment in the reference book. R.

----- Original Message ----- 
From: "Welsch, David M" <[email protected]>
To: <[email protected]>
Sent: Monday, December 18, 2006 12:38 PM
Subject: st: Random effects and unbalanced panels


I have a question about random effects with unbalanced panels.
 
Greene, in his "Econometric Analysis" book, mentions an adjustment for
random effects with unbalanced panels (page 634 of the third edition)  
 
Does Stata do this adjustment automatically, I could not find a command
so I am assuming it does it automatically or am I completely wrong and I
have to write the code?
 
 
Thanks in advance,
 
 
Dave

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