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Re: st: xtreg and weights
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: xtreg and weights
Date
Mon, 11 Oct 2010 22:58:54 -0500
On Sun, Oct 10, 2010 at 10:12 PM, comp Avail <[email protected]> wrote:
> 1. I’d like to estimate a standard panel data regression model
> using random effects, but with weights that vary across both time and
> panels.
> xtreg won’t allow that. Is there a way to get around it?
>
>
> 2. I’d like to estimate a standard panel data regression model
> and impose some nonlinear restrictions on the parameters of the type
> b1/b2 = c1/c2. Is there a way to achieve that? Hopefully in a way that
> allows weights to be applied. A solution for either fixed effects or
> random effects or both, would be helpful.
1. -gllamm- allows for weights to vary both within and between panels.
Of course you'd want to use -xtreg- to provide the starting values.
2. Nonlinear constraints make any model extremely complicated. However
you might be able to rephrase your model with additional variables and
linear constraints among coefficients.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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