Transcription of Title stata.com xtreg — Fixed-, between-, and random ...
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Title stata.com xtreg — Fixed-, between-, and random ...
Fixed-, between-, and random -effects and population-averaged linear modelsDescriptionQuick startMenuSyntaxOptions for RE modelOptions for BE modelOptions for FE modelOptions for MLE modelOptions for PA modelRemarks and examplesStored resultsMethods and formulasAcknowledgmentsReferencesAlso seeDescriptionxtregfits regression models to panel data. In particular,xtregwith thebeoption fits random -effects models by using the between regression estimator; with thefeoption, it fits fixed-effectsmodels (by using the within regression estimator); and with thereoption, it fits random -effectsmodels by using theGLSestimator (producing a matrix-weighted average of the between and withinresults). See [XT]xtdatafor a faster way to fit fixed- and random -effects startRandom-effects linear regression byGLSofyonx1andxt2usingxtsetdataxtreg y x1 x2As above, but estimate by maximum likelihoodxtreg y x1 x2, mleFixed-effects model with cluster robust standard errors for panels nested withincvarxtreg y x1 x2, fe vce(cluster cvar)Population-averaged model with an exchangeable within-panel correlation structurextreg y x1 x2, paAs abo
vce(vcetype) vcetype may be conventional, robust, bootstrap, or jackknife nmp use divisor N P instead of the default N rgf multiply the robust variance estimate by (N 1)=(N P)
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