RANDCOEF: Stata module to estimate correlated random effects and correlated random coefficients models

Oscar Barriga-Cabanillas, Jeffrey Michler, Aleksandr Michuda () and Emilia Tjernström
Additional contact information
Aleksandr Michuda: University of California Davis

Statistical Software Components from Boston College Department of Economics

Abstract: randcoef estimates both the CRE (Correlated Random Effects) and the CRC (Correlated Random Coefficients) models allowing several weighting matrices for the latter. The command uses the number of dependent variables to know how many years the CRE or CRC model contains and use the appropriate restriction matrix. The command's syntax requires the order of both the outcome and choice variables to be set chronologically. The set up of the CRC model requieres interactions between the choice variables. These interactions are automatically created by the command. For a more thorough overview of the theory behind the estimation, please read Suri (Econometrica, 2011).

Language: Stata
Requires: Stata version 13
Keywords: correlated random effects; correlated random coefficients; Suri (search for similar items in EconPapers)
Date: 2020-08-01
Note: This module should be installed from within Stata by typing "ssc install randcoef". 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.
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http://fmwww.bc.edu/repec/bocode/r/randcoef.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/randcoef.sthlp help file (text/plain)

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