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st: Two-way error component panel regression


From   Chris Bojke <cb23@york.ac.uk>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   st: Two-way error component panel regression
Date   Mon, 01 Jul 2002 15:28:30 +0100

Has anyone any idea whether there exists a Stata ado command which can
estimate a two-way error component regression model for panel data
(where the first error is often characterised as an individual effect
and the second as a time effect which applies to all individuals at that
discrete time)? I'm particularly interested in applying this for a
fixed-effects model.

I've net searched and read the statalist archives to no avail.  Quite
surprised given that the model appears frequently in textbooks.
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