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Re: st: two way fixed effect


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: two way fixed effect
Date   Sun, 26 Jun 2005 00:37:36 +0100 (BST)

Rongrong Zhang wrote:

> I want to use two way fixed effect model for panel data. I know about
> xtreg,
> fe option. But it is one way  model. Please help.
>
> By the way, if I want to use two-way random effect, how could I do that

Hold on - didn't Scott Merryman et al answer this very same post earlier
on this week? Kickback to the archives for these posts via the middle URL
below the signature.

Basically, if you're a Stata 9 user, then use -xtmixed-. If you're not
then (like me), you're stuffed. Good luck.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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