Re: st: Re: Simulating static panels

[Melvyn Weeks <mw217@cam.ac.uk>]

Many thanks Maarten

Melvyn

On 27/11/2012 11:02, Maarten Buis wrote:
> On Tue, Nov 27, 2012 at 11:42 AM, Melvyn Weeks wrote:
> > can anyone point me to some existing Stata code for simulating static panel
> > data models?
> > And particularly random effects models.
> *------------- begin example -------------
> // for reproducability
> set seed 123456
>
> // start with an empty dataset
> drop _all
>
> // 20 level 2 groups
> set obs 20
>
> // create group identifier
> gen group = _n
>
> // a level 2 binary explanatory variable
> gen z1 = runiform() < .5
>
> // level 2 error term (sd = .5)
> gen u2 = .5*rnormal()
>
> // 5 level 1 observations per level 2 group
> expand 5
>
> // a level 1 explanatory variable
> // (which is influenced by z1)
> gen x1 = rnormal() + .5*z1
>
> // a level 1 error term (sd = .75)
> gen u1 = .75*rnormal()
>
> // the dependent variable
> gen y = 1 + .5*x1 - z1 + u1 + u2
>
> // estimate the model
> xtreg y x1 z1, i(group)
> *-------------- end example --------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
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--
Dr. M. Weeks
Senior Lecturer in Economics
University of Cambridge

Fellow of Clare College

t. (+44) 01223 335260
f. (+44) 01223 335959

e.        mw217@econ.cam.ac.uk

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*
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