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


From   "Svetlana Mira " <[email protected]>
To   [email protected]
Subject   Re: st: Two-way random and fixed effect model for Panel Data
Date   Sun, 27 Feb 2005 10:55:33 GMT0BST

Daniel,

this is for fixed effects model

cheers
svetlana

On 27 Feb 2005 at 11:53, daniel perez wrote:

Hi Svetlana,

Thank you for your help...Do I have to interpret your
suggestion as a random effect model or fixed effect
model ?

Daniel

Is it a random or fixed approach
 --- Svetlana Mira  <[email protected]> a
�crit�: 
> 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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