random coefficient model
Hello, everyone,
I am interested in running a random-coefficients model via xtfeis and then saving the individual-specific coefficients and standard errors as new variables in the existing dataset.
For example, consider a dataset consisting of variables ID, Y, and X1, x2. After setting ID as the panel variable, I would run " xtfeis Y X2, slope(X1) cluster(ID)" which will allow me to view the individual-specific coefficients and standard errors for X1. I am looking for the best way to save those individual-specific coefficients and SE as one new variable (e.g., beita_X1) that will differ by individual.
Any advice would be greatly appreciated.
I am interested in running a random-coefficients model via xtfeis and then saving the individual-specific coefficients and standard errors as new variables in the existing dataset.
For example, consider a dataset consisting of variables ID, Y, and X1, x2. After setting ID as the panel variable, I would run " xtfeis Y X2, slope(X1) cluster(ID)" which will allow me to view the individual-specific coefficients and standard errors for X1. I am looking for the best way to save those individual-specific coefficients and SE as one new variable (e.g., beita_X1) that will differ by individual.
Any advice would be greatly appreciated.
