Thursday, March 09, 2006
Re: st: rho in xtreg
Upon further reflection, it's dawned on me that the ado file I posted yesterday doesn't do what was intended, and doesn't even do anything interesting. If there is a way in which Level-2 variances can be separately estimated for noncross-classified factors in a single model with either -xtmixed- or -gllamm-, then it isn't obvious to me. Perhaps one of the structural equation modeling packages that Stas mentioned would be the way.
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