Hello,
I am using Stata 14. I have a panel dataset - firms and years (firm is the higher level). I am running a mixed model which includes both fixed and random effects.
The model equation looks like: Y = (b0 + b0i) + (b1 + b1i) X1 + (b2) X1sq + (b3 + b3i) X2 for firm i
where X1sq = X1^2 ; and I have a random intercept and a random slope for X1 and one for X2. The bi's denote the random effects (BLUPS)
b3 gives the mean effect for X2 and if I want to get a firm-specific value wrt X2 then for each firm i in year t, the value = b3 + b3i
How to get the same for X1? For a 'non-mixed' model, the marginal effect of X1 = b1+2(b2)(X1)
but I have a random slope for b1 and none for b2, in which case would the firm-specific value = (b1 + b1i)+2(b2)(X1) for firm i in year t ?
Thanks.
I am using Stata 14. I have a panel dataset - firms and years (firm is the higher level). I am running a mixed model which includes both fixed and random effects.
The model equation looks like: Y = (b0 + b0i) + (b1 + b1i) X1 + (b2) X1sq + (b3 + b3i) X2 for firm i
where X1sq = X1^2 ; and I have a random intercept and a random slope for X1 and one for X2. The bi's denote the random effects (BLUPS)
b3 gives the mean effect for X2 and if I want to get a firm-specific value wrt X2 then for each firm i in year t, the value = b3 + b3i
How to get the same for X1? For a 'non-mixed' model, the marginal effect of X1 = b1+2(b2)(X1)
but I have a random slope for b1 and none for b2, in which case would the firm-specific value = (b1 + b1i)+2(b2)(X1) for firm i in year t ?
Thanks.
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