MUNDLAK: Stata module to estimate random-effects regressions adding group-means of independent variables to the model

Francisco (Paco) Perales ()
Additional contact information
Francisco (Paco) Perales: University of Queensland

Statistical Software Components from Boston College Department of Economics

Abstract: The command mundlak estimates random-effects regression models (xtreg, re) adding group-means of variables in indepvars which vary within groups. This technique was proposed by Mundlak (1978) as a way to relax the assumption in the random-effects estimator that the observed variables are uncorrelated with the unobserved variables. Additionally, the degree of statistical significance of the estimated coefficients on the group means can be used to test whether such assumption holds for individual regressors. See also Chapter 10 in Wooldridge (2010) and Chapter 11 in Greene (2011).

Language: Stata
Requires: Stata version 8.0
Keywords: random effects; Mundlak; group means estimation (search for similar items in EconPapers)
Date: 2013-02-18, Revised 2013-05-08
Note: This module should be installed from within Stata by typing "ssc install mundlak". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mundlak.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mundlak.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mundlak.do sample do file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457601

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().