Greetings, all.

I recently ran across a StataCorp presentation by Roberto Gutierrez that discussed using -xtmixed- to obtain penalized spline estimates (https://www.stata.com/meeting/uk08/gutierrez_mixed.pdf, slides 27 et seq). I am interested in updating this approach to use -mixed-, and to incorporate on multiple subjects per time point (I have states and years in this case, with the outcome being a score for each state/year combination).

I haven't had much luck beyond fitting the basic crossed effects model : mixed outcome || _all: R.state || all: R.year, which of course is treating years as factors and not providing a smoothed slope.

Curious to hear if anyone else has tried this and might have some advice.

Thanks!