Hi everyone,
I have tried to solve a simple problem for days but I can't figure out how to run it properly. If someone could give me a hint, this would be really great. Basically, I want to run a standard economist's fixed, and random effects regression (corresponds to xtreg in STATA) but with _variable_ weights (they correspond to changing industry shares in the market). Here is what I do: regsc<-lme(dsc~dcomp+dperc,random=~1|ind7090) update(regsc,weights=varFixed(~wt)) 1. however, my results are different from what I obtain in Stata using areg (the weighted fixed effects times series regression). any ideas? 2. how do I read of the random affects results from this regression? (i.e. coefficients on dcomp and dperc?) Any hint would greatly be appreciated. Best, -Raphael [[alternative text/enriched version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html