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st: Two-way random and fixed effect model for Panel Data
I hope I'll find somebady which is able to get through
a specification problem with panel data.
I want to compute a two-way random and fixed effect
model like this one:
yi,t= a0+consi+const+ b1Xi,t+epsiloni,t
where a0 is a common constant and consi is a country
specific constant and const is a specific time
I used xtreg y x dummy (for time period),re (fe)
i(country) but I'm not sure that it's the correct way
to formulate this two-way model...
Thank in advance for any help
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