Stata can do this, but you have to put in dummy variables for each individual time by hand; it isn't built in. David Greenberg, Sociology Department, New York University
----- Original Message -----
From: Nuno <[email protected]>
Date: Sunday, March 9, 2008 6:59 am
Subject: st: Panel data question: time and individual fe estimation
To: [email protected]
> 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/
*
* 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/
