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Weighted random effects linear model

xtregre2 depvar [indepvars] [weight] [if] [in] [ i(varname) theta ]

xtregre2 is an update to Kevin McKinney's -rfregk-.

Only aweights are allowed; see weight.

Description

xtregre2 estimates a random effects model with aweights.

Options

i(varname) specifies the variable name that contains the unit to which the observation belongs. Note that you need not specify i() if the data have been previously tsset or if iis has been previously specified--in these cases, the group variable is taken from the previous setting. See help tsset.

theta specifies that the output should include the estimated value of theta used in combining the between and fixed estimators. For balanced data, this is a constant, and for unbalanced data, a summary of the values is presented in the header of the output.

Examples

. webuse grunfeld, clear

. xtregre2 investment kstock [aw = mvalue]

Author

Scott Merryman, Risk Management Agency smerryman@kc.rr.com

Also see

On-line: help for xtreg