Xtreg Stata. Year 1990 to 1999 panel variable. The ml random effects regression estimator xtreg mle is an mle that fully maximizes the likelihood of the random effects model.
The standard random effects regression estimator xtreg re is a generalized method of moments gmm estimator that is just a matrix weighted average of the between and within estimators. Stata中用于估计面板模型的主要命令 xtreg xtreg fixed between and random effects and population averaged linea. Why then does stata include xtreg be.
The random effects results are a weighted average of the xtreg be and the xtreg fe results.
Xtreg is stata s feature for fitting fixed and random effects models. Webuse nlswork national longitudinal survey. The ml random effects regression estimator xtreg mle is an mle that fully maximizes the likelihood of the random effects model. 1 unit time variable.
