The professor of statistics at my PhD program said that omitting the constant radically changes your model. You should never omit it because if an intercept "really" exists, it is not wise to ask Stata to put it = 0; if the intercept is "really" zero, Stata will find it.
Having said that, a second best solution to your problem would be the use of -xtgls- with default options for the error structure (which you don't need to specify):
xtgls dep indeps, panels(iid) corr(independent) noconstant
Nicola
At 02.33 24/01/2007 -0500, you wrote:
>Dear all,
>
>Is there any way I can run random effect model (xtreg,re) without constant?
>I know that there is no "no constant" option after xtreg, re. Any other
>ways?
>Thanks.
>
>Do Han Kim
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