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st: two-way fixed effects with unbalanced panels


From   "Ioan Voicu" <VOICUI@juris.law.nyu.edu>
To   "<"<statalist@hsphsun2.harvard.edu>
Subject   st: two-way fixed effects with unbalanced panels
Date   Wed, 19 Jun 2002 09:22:08 -0400

I am trying to construct a within estimator for unbalanced panel.
I have a two-way fixed effect. Both dimensions of the fixed effect are very large (approx. 50,000 each), so I can't use dummies for any of the two.

Is there a STATA procedure that does this?
Alternatively, how can one transform the variables in order to estimate a
within estimator using, for example, reg procedure?

Any help would be greatly appreciated.

Ioan



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