Jay,
I am doing something very similar to Yvonne and am curious about the
specific advantages of xtmixed.
William
On Feb 7, 2008 10:59 AM, Verkuilen, Jay <[email protected]> wrote:
> Yvonne Capstick wrote:
>
> >>>I am performing regressions company-by-company <...>
>
> Just a thought. Depending on how many observations per company you have,
> how many companies, and your desired interpretation, you may want to run
> a multilevel model via xtmixed. You'd still be able to get
> company-specific residuals, but the advantages of a multilevel model are
> substantial.
>
> Jay
>
>
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