FYI
A program to estimate two-way fixed effects is available from:
- net from
http://repository.ciser.cornell.edu/viewcvs-public/cg2/branches/stata/ -
Description
a2reg estimates two-way fixed effects, with individual indexing the first
fixed effect, and unit indexing the second fixed effect.
See also:
http://vrdc.ciser.cornell.edu/news/?p=140
and
M. Andrews, T. Schank, and R. Upward. 2006. Practical fixed-effects
estimation methods for the three-way error components model. Stata Journal
6(4) 461-481.
Scott
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