Within and between estimates in random-effects models: Advantages and drawbacks of correlated random effects and hybrid models

Reinhard Schunck

Stata Journal, 2013, vol. 13, issue 1, 65-76

Abstract: Correlated random-effects (Mundlak, 1978, Econometrica 46: 69–85; Wooldridge, 2010, Econometric Analysis of Cross Section and Panel Data [MIT Press]) and hybrid models (Allison, 2009, Fixed Effects Regression Models [Sage]) are attractive alternatives to standard random-effects and fixed-effects models because they provide within estimates of level 1 variables and allow for the inclusion of level 2 variables. I discuss these models, give estimation examples, and address some complications that arise when interaction effects are included. Copyright 2013 by StataCorp LP.

Keywords: xtreg; xtmixed; multilevel data; panel data; fixed effects; random effects; correlated random effects; hybrid model (search for similar items in EconPapers)
Date: 2013
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