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st: xtmixed to estimate the effect of id and time t


From   Song Nhac <[email protected]>
To   [email protected]
Subject   st: xtmixed to estimate the effect of id and time t
Date   Mon, 12 Sep 2011 14:07:41 +0200

Dear Statalist,

I have an unbalanced data set with id is firms' id and time t, I would
like to measure the effect of unobservable part- but the random effect
command just assumes that time-invariance and predict results based on
the firms' id. So if I want to measure the effect of both id and time,
I could use the command xtmixed? it will allow the effect vary by time
or not?

My command is:
xtmixed y x1 x2 || id: || t:

Thank for your attention and support.

Regards,
Song Nhac
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