Thank you Maarten and Ahmed for your help!
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of ahmed al-darwish
Sent: 09 March 2008 13:48
To: [email protected]
Subject: Re: st: Panel data question: time and individual fe estimation
Nuno;
I think you can do this by including time effects which you generate them
using the way suggested in Baum's book -page 225-"An introduction to Modern
Econometrics using Stata"2006.
http://www.stata.com/bookstore/imeus.html
hope this helps;
Ahmed Al-Darwish
Saudi Arabain Monetary Agency-Head office
--- Nuno <[email protected]> wrote:
> Hi everyone,
>
> I'm estimating a model on a panel data sample comprised by 2000 firms
> over
> 15 years (unbalanced). I was wondering if there is a way for Stata to
> calculate a panel data model with both time and individual fixed
> effects, or if -xtreg- is able to estimate such a model?
>
> Best,
>
> Nuno
>
> *
> * For searches and help try:
> *
> http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
____________________________________________________________________________
________
Be a better friend, newshound, and
know-it-all with Yahoo! Mobile. Try it now.
http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
