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st: A program to estimate two-way fixed


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: A program to estimate two-way fixed
Date   Tue, 15 May 2007 21:44:16 -0500

FYI

A program to estimate two-way fixed effects is available from:

- net from
http://repository.ciser.cornell.edu/viewcvs-public/cg2/branches/stata/ -

Description

a2reg estimates two-way fixed effects, with individual indexing the first
fixed effect, and unit indexing the second fixed effect.

See also:

http://vrdc.ciser.cornell.edu/news/?p=140

and 

M. Andrews, T. Schank, and R. Upward.  2006. Practical fixed-effects
estimation methods for the three-way error components model.  Stata Journal
6(4) 461-481.


Scott



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