One way would be to interact the country id variable with the variables are
want to allow to vary.
webuse grunfeld,clear
xi i.com*mval
xtreg invest ksto mval _IcomX*, fe
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Vitor Castro
> Sent: Wednesday, October 25, 2006 8:49 AM
> To: [email protected]
> Subject: st: Pooled mean group estimation
>
> Does somebody know how to perform a pooled mean group estimation on STATA
> for a panel data model allowing intercepts and some coefficients (and
> error variances) to differ freely across countries, and imposing
> homogeneity on the remaining coefficients?
> Thanks.
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