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st: panel estimation with varying coefficient over individuals


From   "Yong-Seok Choi" <choiys95@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: panel estimation with varying coefficient over individuals
Date   Wed, 3 Oct 2007 17:05:55 +0900

Dear Statalisters:

Could you please help me out in setting the following panel regression in STATA?

The regression model is

Y_ijt = alpha_ij + beta_j * X_ijt + e_ijt

where i : country j : industry t : time.

That is, alpha_ij is country-industry specific fixed effect and the
coefficient b_j is allowed to vary across industries.

Many thanks in advance.
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