Re: st: How to test for the country and time effect in the fixedeffect model?

[=?UTF-8?B?VmljZW50ZSBMaW1hIENyaXPDs3N0b21v?=<vicente.lima@alumnos.uva.es>]

hello Carine

I think you´ll need to create dummy variables for that.
I think that with gmm/xtabond2 and tsset command you will have the time 
effects already managed by stata but will still need dummies to deal 
with other kind of effects.
I´m also a beginner but I think this is the way to go on.

best wishes
Vicente


> Hallo,
>
> At the moment I am writing my thesis and I have to work with panel data and STATA. I am a beginner with respect to both and therefore I was wondering whether somebody could help me with the following two questions:
> 1. what does the between estimator actually calculate? I am only familiar with the fixed and random effects model in panel data.
> 2. For the estimation of the fixed effects model, I use xtreg depvar variablelist, fe. Does this command automatically take care of both the country and time effect that are present in the fixed effect model? And how can I test whether there is a country effect but no time effect, or the other way around?
>
> Thank you very much in advance.
>
> Yours sincerely,
> Carine van der Kooij
>
>
>
>
>
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