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st: Three-Way Fixed Effect


From   rob02004@uconnvm.uconn.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Three-Way Fixed Effect
Date   Thu, 24 Jun 2004 20:38:07 -0400 (EDT)

I have a panel dataset with approximately 500,000 individuals, observed upto 6 
times, in one or more of about 2,000 schools.  I'd like to estimate a three 
way fixed effect model that controls for individual, year and school fixed 
effects.  Is there anyway to do this in Stata?

Thanks in advance for any help. 
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