Variables Separate Cmp on Our method equations pooled data xtcmp Binary outcome 1: ${\stackrel{˜}{y}}_{it}^{1}$ x1 $\underset{\left(0.0166\right)}{0.0238}$ $\underset{\left(0.0063\right)}{-0.0067}$ $\underset{\left(0.0146\right)}{{0.0399}^{***}}$ x2 $\underset{\left(0.0238\right)}{{0.2569}^{***}}$ $\underset{\left(0.0034\right)}{{0.0326}^{***}}$ $\underset{\left(0.0042\right)}{{0.2313}^{***}}$ x3 $\underset{\left(0.1228\right)}{{0.3171}^{**}}$ $\underset{\left(0.0072\right)}{0.0065}$ $\underset{\left(0.0379\right)}{0.0445}$ x4 $\underset{\left(0.2182\right)}{-{0.5748}^{***}}$ $\underset{\left(0.0132\right)}{-0.0107}$ $\underset{\left(0.0669\right)}{-0.0826}$ Intercept $\underset{\left(0.375\right)}{-{6.4382}^{***}}$ $\underset{\left(0.0379\right)}{-{0.7176}^{***}}$ $\underset{\left(0.1247\right)}{-{2.7205}^{***}}$ Binary outcome 2: ${\stackrel{˜}{y}}_{it}^{2}$ x4 $\underset{\left(0.0480\right)}{{0.1678}^{***}}$ $\underset{\left(0.0078\right)}{0.0076}$ $\underset{\left(0.0584\right)}{{0.1345}^{**}}$ x6 $\underset{\left(0.0136\right)}{-{0.1068}^{***}}$ $\underset{\left(0.0031\right)}{-{0.0499}^{***}}$ $\underset{\left(0.0041\right)}{-{0.0201}^{***}}$ x7 $\underset{\left(0.0193\right)}{-{0.0812}^{***}}$ $\underset{\left(0.0040\right)}{-{0.0418}^{***}}$ $\underset{\left(0.0071\right)}{-{0.0230}^{***}}$ Intercept $\underset{\left(1.0978\right)}{{8.8666}^{***}}$ $\underset{\left(0.2625\right)}{{4.2916}^{***}}$ $\underset{\left(0.3885\right)}{{1.8381}^{***}}$ Continuous outcome: ${\stackrel{˜}{y}}_{it}^{3}$ x7 $\underset{\left(0.0207\right)}{-{0.1528}^{***}}$ $\underset{\left(0.0168\right)}{-{0.0343}^{*}}$ $\underset{\left(0.0123\right)}{-{0.0643}^{***}}$ x9 $\underset{\left(0.004\right)}{{0.0384}^{***}}$ $\underset{\left(0.0049\right)}{{0.1005}^{***}}$ $\underset{\left(0.0034\right)}{{0.0608}^{***}}$ Intercept $\underset{\left(0.7339\right)}{{15.9964}^{***}}$ $\underset{\left(0.5172\right)}{{10.2621}^{***}}$ $\underset{\left(0.3771\right)}{{12.4296}^{***}}$ Covariance matrix: individual effects ${\sigma }_{1}$ $\underset{\left(0.2135\right)}{{3.8635}^{***}}$ - $\underset{\left(1.518\right)}{{24.123}^{***}}$ ${\sigma }_{2}$ $\underset{\left(0.3417\right)}{{3.0296}^{***}}$ - $\underset{\left(0.485\right)}{{6.5402}^{***}}$ ${\sigma }_{3}$ 6.024 - $\underset{\left(0.235\right)}{{3.7135}^{***}}$ ${\rho }_{1,2}$ - - $\underset{\left(0.0853\right)}{{0.2091}^{**}}$ ${\rho }_{1,3}$ - - $\underset{\left(0.0854\right)}{{0.2379}^{***}}$ ${\rho }_{2,3}$ - - $\underset{\left(0.0565\right)}{{0.6346}^{***}}$ Covariance matrix: idiosyncratic errors $\sigma$ 2.6596 $\underset{\left(0.1175\right)}{{6.7756}^{***}}$ $\underset{\left(0.0870\right)}{{4.6060}^{***}}$ ${\rho }_{1}$ - $\underset{\left(0.0464\right)}{{0.2468}^{***}}$ $\underset{\left(0.0681\right)}{{0.8719}^{***}}$ ${\rho }_{2}$ - $\underset{\left(0.0404\right)}{{0.1132}^{***}}$ $\underset{\left(0.0274\right)}{{0.8631}^{***}}$ ${\rho }_{3}$ - $\underset{\left(0.0354\right)}{{0.1501}^{***}}$ $\underset{\left(0.0565\right)}{{0.5906}^{***}}$