Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: how to replicate Stata's random effects estimation results?
From
Ada Ma <[email protected]>
To
[email protected]
Subject
st: how to replicate Stata's random effects estimation results?
Date
Thu, 2 Sep 2010 15:02:13 +0100
Statalisters,
I want to replicate Stata's Random Effects estimates using only the
-regress- command, to gain better understanding as well as to do
something that the current -xtreg- command wouldn't allow me to do.
Do you know of any demonstration where people have been able to
replicate Stata's RE estimates by hand? Or journal articles that
describe exactly how the RE estimates are calculated? I have looked
through several econometrics textbooks and it is not entirely clear.
Many thanks in advance.
Regards,
Ada
--
Ada Ma
Research Fellow
Health Economics Research Unit
University of Aberdeen, UK.
http://www.abdn.ac.uk/heru/
Tel: +44 (0) 1224 555189
Fax: +44 (0) 1224 550926
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/