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Fitting and interpreting correlated random-coefficient models using Stata

Author

Listed:
  • Oscar Barriga Cabanillas

    (University of California Davis)

  • Jeffrey D. Michler

    (University of Saskatchewan)

  • Aleksandr Michuda

    (University of California Davis)

  • Emilia Tjernström

    (University of Wisconsin)

Abstract

In this article, we introduce the community-contributed command randcoef, which fits the correlated random-effects and correlated random-coef- ficient models discussed in Suri (2011, Econometrica 79: 159–209). While this approach has been around for a decade, its use has been limited by the compu- tationally intensive nature of the estimation procedure that relies on the optimal minimum distance estimator. randcoef can accommodate up to five rounds of panel data and offers several options, including alternative weight matrices for estimation and inclusion of additional endogenous regressors. We also present postestimation analysis using sample data to facilitate understanding and inter- pretation of results.

Suggested Citation

  • Oscar Barriga Cabanillas & Jeffrey D. Michler & Aleksandr Michuda & Emilia Tjernström, 2018. "Fitting and interpreting correlated random-coefficient models using Stata," Stata Journal, StataCorp LP, vol. 18(1), pages 159-173, March.
    • Handle: RePEc:tsj:stataj:v:18:y:2018:i:1:p:159-173
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    Citations

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    Cited by:

    1. Osmani, Ahmad Reshad & Okunade, Albert A., 2019. "Cancer survivors in the labor market: Evidence from recent US micro-panel data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 80, pages 202-221.
    2. Haruo Kakehi & Ryo Nakajima, 2024. "Role of Pharmacists in Generic Pharmaceutical Adoption," Keio-IES Discussion Paper Series 2024-015, Institute for Economics Studies, Keio University.
    3. Yin, Hui & Han, Ziqiang & Li, Yuhuan, 2024. "Traditional bullying, cyberbullying, and quality of life among adolescents in 35 countries: Do cultural values matter?," Social Science & Medicine, Elsevier, vol. 340(C).
    4. Barriga Cabanillas, Oscar & Bossuroy, Thomas & Corral Rodas, Paul Andres & Rodriguez Castelan, Carlos & Skoufias, Emmanuel, 2024. "Sustaining Poverty Gains: A Vulnerability Map to Guide Social Policy," IZA Discussion Papers 17193, Institute of Labor Economics (IZA).

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