Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Panel data question: time and individual fe estimation


From   ahmed al-darwish <dar_ahmed@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Panel data question: time and individual fe estimation
Date   Sun, 9 Mar 2008 06:47:43 -0700 (PDT)

Nuno;
I think you can do this by including time effects
which you generate them using the way suggested in
Baum's book -page 225-"An introduction to Modern
Econometrics using Stata"2006.
http://www.stata.com/bookstore/imeus.html

hope this helps;

Ahmed Al-Darwish
Saudi Arabain Monetary Agency-Head office


--- Nuno <liststata@gmail.com> wrote:

> Hi everyone,
> 
> I'm estimating a model on a panel data sample
> comprised by 2000 firms over
> 15 years (unbalanced). I was wondering if there is a
> way for Stata to
> calculate a panel data model with both time and
> individual fixed effects, or
> if -xtreg- is able to estimate such a model?
> 
> Best,
> 
> Nuno 
> 
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 



      ____________________________________________________________________________________
Be a better friend, newshound, and 
know-it-all with Yahoo! Mobile.  Try it now.  http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index