You have to resort to dummies, unless you program it yourself.
Cheers,
Mark
From: "Indradeep Ghosh" <[email protected]>
To: [email protected]
Subject: st: Two way error components model in Panel regressions
Date sent: Thu, 18 Nov 2004 16:55:06 +0000
Send reply to: [email protected]
> Hi all
> I would like to run panel regressions with both individual and time fixed
> effects. It appears that the XTREG, FE command supports only individual
> fixed effects, and XTTEST0 tests only for individual fixed effects. What
> about time fixed effects? Do I have to resort to dummies, or is there some
> other command I am missing? Thanks.
> Deep
>
>
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
