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Re: st: Two way error components model in Panel regressions


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Two way error components model in Panel regressions
Date   Thu, 18 Nov 2004 17:33:46 -0000

You have to resort to dummies, unless you program it yourself.

Cheers,
Mark

From:           	"Indradeep Ghosh" <indradeepg@hotmail.com>
To:             	statalist@hsphsun2.harvard.edu
Subject:        	st: Two way error components model in Panel regressions
Date sent:      	Thu, 18 Nov 2004 16:55:06 +0000
Send reply to:  	statalist@hsphsun2.harvard.edu

> Hi all
> I would like to run panel regressions with both individual and time fixed 
> effects. It appears that the XTREG, FE command supports only individual 
> fixed effects, and XTTEST0 tests only for individual fixed effects. What 
> about time fixed effects? Do I have to resort to dummies, or is there some 
> other command I am missing? Thanks.
> Deep
> 
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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*   http://www.ats.ucla.edu/stat/stata/



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