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Re: st: How implement a two way specification in panel data?


From   JAYESH KUMAR <jayesh@igidr.ac.in>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: How implement a two way specification in panel data?
Date   Mon, 21 Jul 2003 22:17:07 +0530 (IST)

Hi!

One option is to use areg, i.e
----
xi: areg Y X's i.time, absorb(iid)
----
with robust and cluster options.
Or use can use xtreg,fe or re or be depending on the model specification.
----
iis iid
tis time
xi: xtreg Y X's i.time, fe ( re | be)
----
I'll not advice you to use "regress" with dummies for time and iid, as it
takes abnormal time to do the estimation.

-Jayesh Kumar

************************************************************************
JAYESH KUMAR,
Research Scholar,
Indira Gandhi Institute Of Development Research (IGIDR),
Gen. Arun Kumar Vaidya Marg,
Santosh Nagar, Goregaon (East), Mumbai-400065, INDIA.
Tel # + 91 (22) 2840 0919/0920/0921  Extn. 591(Office) 263(Residence)
Fax # + 91 (22) 2840 2752/2026
visit: www.igidr.ac.in/~jayesh
************************************************************************

#You wrote:

:	I'd like to know how should I implement a two way model, i.e. individual
:and time effects together. Is there anyone who can help me?. Thanks in
:advance.
:
:Tamara Burdisso

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