The randcoef command for Stata estimates correlated random effects (CRE) and correlated random coefficient (CRC) models following the method described in Suri’s (2011) “Selection and Comparative Advantage in Technology Adoption.” The sample code and data, along with an early version of the paper describing the method can all be found below. Additionally, see our guest post on the World Bank’s Development Impact blog. To install, type findit randcoef into an up-to-date version of Stata that is connected to the internet.
Note: randcoef is available from the Stata repository at st0517.
Early draft of paper
Barriga Cabanillas, O., J.D. Michler, A. Michuda, and E. Tjernström (2018). Fitting and interpreting correlated random-coefficient models using Stata. Stata Journal 18 (1): 159-73.
Bug Report or Questions?
Contact Me to let me know!