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st: xt- with two fixed effects


From   David K Evans <dkevans@fas.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xt- with two fixed effects
Date   Tue, 8 Feb 2005 11:55:36 -0500 (EST)

Any suggestions as to how I can include two different fixed effects with
xtreg and xtlogit (or areg and clogit)?

That is, I have data on households with several children at multiple
points in time, so I would like to control for unobservables specific to a
child that do not vary over time as well as unobservables specific to a
household in a given year that do not vary across children in that
household.  Generating dummy variables for either would be very memory
intensive with this dataset (and biased for logit).

A related question: why does clogit no longer have a cluster option?  Any
suggestions for how to cluster with clogit or xtlogit?

Thanks very much!

- dave
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