--- Yong-Seok Choi <[email protected]> wrote:
> Could you please help me out in setting the following panel
> regression in Stata?
>
> The regression model is
>
> Y_ijt = alpha_ij + beta_j * X_ijt + e_ijt
>
> where i : country j : industry t : time.
>
> That is, alpha_ij is country-industry specific fixed effect and the
> coefficient b_j is allowed to vary across industries.
This seems to be a problem for -xtmixed-, see: -help xtmixed-.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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