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st: Re: Two-way random model for Panel Data


From   Ricardo Gonçalves Silva <ricardogs@terra.com.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Two-way random model for Panel Data
Date   Mon, 28 Feb 2005 14:24:18 -0300

Hi

The correct syntax is:

xi: xtreg y x i.consi i.const

The common constant a0 is automatic added to your model.

Ricardo
----- Original Message ----- From: "daniel perez" <zerepda@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, February 28, 2005 2:01 PM
Subject: st: Two-way random model for Panel Data



Hi everybody,

I hope I'll find somebody which is able to get
through a specification problem with panel data.

I want to compute a two-way random a 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 i(country)
but I'm not sure that it's the correct way
to formulate this two-way model under random effects
approach...

Thank in advance for any help
Daniel








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