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


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Panel data question: time and individual fe estimation
Date   Mon, 10 Mar 2008 19:40:57 -0400

Stata can do this, but you have to put in dummy variables for each individual time by hand; it isn't built in. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: Nuno <liststata@gmail.com>
Date: Sunday, March 9, 2008 6:59 am
Subject: st: Panel data question: time and individual fe estimation
To: statalist@hsphsun2.harvard.edu


> 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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