Thanks a lot for this post. i have three levels: time, firm and industry. I want to extend the basic model with the inclusion of explanatory variables as determinants of random intercepts. These inclusions are made gradually in subsequent models according to the hierarchical levels of the variable. in the second stage, after inclusion some variables in the firm level, i want to estimate the intercept of the first model as a random variable determined by industry factors. what is the command for do this?
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