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Re: st: Two-way random and fixed effect model for Panel Data


From   "Svetlana Mira " <svetlanam@Cardiff.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Two-way random and fixed effect model for Panel Data
Date   Sun, 27 Feb 2005 08:59:34 GMT0BST

Daniel,

You can try 

xi: reg y i.firm i.time x1
or 
xi: reg y i.firm i.time x1, robust 

for the rorbust version.

hope this helps
svetlana



On 26 Feb 2005 at 21:16, daniel perez wrote:

Hi everybody,

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
constant.

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
Daniel


	

	
		
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