Jose,

If you're running multilevel models, you might also check out GLLAMM at:

www.gllamm.org

It's a free Stata module that allows you to estimate a bunch of
different models with random intercepts, slopes, or both. The
documentation and examples are pretty straightforward. The only
downside is that models with more than two levels or with random
slopes can take a while to run. You definitely want to make your data
set as small and tidy as possible before you hit "go."

Good luck,
Jay

On Sat, Feb 21, 2009 at 10:07 PM, JOSE A ALEMAN <[log in to unmask]> wrote:
> Dear list members,
>
> I would appreciate any help trying to implement Shor et. al's (2007) model
> for panel data in stata using a maximum likelihood or EM approach. Their
> model, as described in "A Bayesian Multilevel Modeling Approach to
> Time-Series Cross-Sectional Data," has random slopes for countries and
> years. I, however, am not sure if the proper stata syntax is
>
> xtmixed y x1 x2 || country || year
>
> or
>
> xtmixed y x1 x2 || country: || year:
>
> or something else.
>
> Thank you,
>
> Jose Aleman, Ph.D.
> Assistant Professor
> Political Science Department
> Fordham University
>
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-- 
Jay Ulfelder, Ph.D.
Research Director
Political Instability Task Force
Science Applications International Corp. (SAIC)
[log in to unmask]
(301) 580-8736 [mobile]

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