Enrique, ¿cómo sigues? Today I was reading a discussion in researchgate where a member needed testing for fixed or random effects but at two-levels, not just one. That is, he has two cluster levels (banks and countries) and wants to test for fixed versus random effects at each of these two levels. Assuming that they're not nested I immediately thought of this approach. Then I started wondering what would happen if the random-effects between both levels are correlated... should we include that in the test. So I was wondering if you could look into testing between random and fixed effects when you have more than one effect level. Preferably on how to test with nested effects, and with cross-effects. Maybe in two separate posts. Sorry if I'm giving you more work. Thanks.
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