IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458821.html
 

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

Author

Listed:
  • Oscar Barriga Cabanillas

    (University of California Davis)

  • Jeffrey D. Michler

    (University of Arizona)

  • Aleksandr Michuda

    (University of California Davis)

  • Emilia Tjernström

    (University of Wisconsin)

Programming Language

Stata

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).

Suggested Citation

  • Oscar Barriga Cabanillas & Jeffrey D. Michler & Aleksandr Michuda & Emilia Tjernström, 2020. "RANDCOEF: Stata module to estimate correlated random effects and correlated random coefficients models," Statistical Software Components S458821, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458821
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/randcoef.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/randcoef.sthlp
    File Function: help file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458821. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.