SEM with fixed effects

[Jason Kim]

Hello.

This is my first time posting on this forum.

I am trying to examine whether student participation in class affects schools ranking though mechanism.
Since I am new to Stata, I used SEM builder.

my model is

sem (participate -> mechanism, ) (participate -> ranking, ), vce (cluster class) standardized nocapslatent

However, since the schools are located in multiple countries, I would like to include country fixed effects.

Thank you for your help!

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

If you search for sem panel estimators (use google), you'll find that folks have written papers on this. You might also look at user written xtdpdml. see the SEM documentation:
example 38g . . . . . . . . . . . . . . . . . . Random-intercept and random-slope models (multilevel) 396
example 39g . . . . . . . . . . . . . . . . . . . . . Three-level model (multilevel, generalized response) 412