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


From   "Nuno" <liststata@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Panel data question: time and individual fe estimation
Date   Sun, 9 Mar 2008 15:43:15 -0000

Thank you Maarten and Ahmed for your help!



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of ahmed al-darwish
Sent: 09 March 2008 13:48
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Panel data question: time and individual fe estimation

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
> 
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