Including year effect in Mundlak model

[Nitin Jain]

Hi, How can we include the year effect in Mundlak model described here -

http://fmwww.bc.edu/RePEc/bocode/m/mundlak.html

. Unlike in the xtreg model, here we cannot use i.year. Thanks.

[Clyde Schechter]

Yes, that -mundlak- command was written before Stata had factor-variable notation and has not been updated. So this is one of the few situations where the otherwise obsolete -xi:- prefix comes in handy. See -help xi- for details.