xtmixed command combined with by() or bysort()

[Jovana Cadenovic]

Dear Statalists,

Is it possible to run xtmixed command by different criteria? For example, I have a panel dataset where firms are nested in industries and industries in countries. I treat years as nonnested and would like to run the xtmixed model for every year separately, and for different Ys.

Thank you in advance!
Greets
Jovana

[Leonardo Guizzetti]

Yes, by using a loop, typically. Something like:

forvalues year in 2010/2020 {
  xtmixed .... if year==`year', ...
  // do something with your estimates
}

By the way, -xtmixed- is the old command and has been superseded by -mixed-.