Hello,
I'm looking for an elegant way to run a fixed effects model where the data
observations are county by time. I want fixed effects for time, county, and
state by time. (counties do not switch states, so the state fixed effect is
absorbed by county)
I did this by using xtreg Dependant Independent year1 year2... state1*year1
state1*year2... state2*year1 state2*year2 ... , fe i(county_id)
I expect there's a better way to do this and it comes up all the time, so
I'd really appreciate any advice.
Thanks,
Rick
*
* 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/
