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st: two-way fixed effects with unbalanced panels

From   "Ioan Voicu" <>
To   <>
Subject   st: two-way fixed effects with unbalanced panels
Date   Fri, 21 Jun 2002 12:31:21 -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.


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