Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Two-way error component panel regression


From   Chris Bojke <[email protected]>
To   Stata List <[email protected]>
Subject   st: Two-way error component panel regression
Date   Mon, 01 Jul 2002 15:28:30 +0100

Has anyone any idea whether there exists a Stata ado command which can
estimate a two-way error component regression model for panel data
(where the first error is often characterised as an individual effect
and the second as a time effect which applies to all individuals at that
discrete time)? I'm particularly interested in applying this for a
fixed-effects model.

I've net searched and read the statalist archives to no avail.  Quite
surprised given that the model appears frequently in textbooks.
begin:vcard 
n:Bojke;Chris
tel;cell:0794 917 8467
tel;fax:(01904) 432700
tel;work:(01904) 432694
x-mozilla-html:FALSE
org:National Primary Care Research & Develpoment Centre;Centre for Health Economics
version:2.1
email;internet:[email protected]
title:Research Fellow
adr;quoted-printable:;;Room D146=0D=0AAlcuin College=0D=0AUniversity of York;York;;YO10 5DD;United Kingdom
fn:Chris Bojke
end:vcard



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index