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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
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