Hi everybody,
I hope I'll find somebady which is able to get through
a specification problem with panel data.
I want to compute a two-way random and fixed effect
model like this one:
yi,t= a0+consi+const+ b1Xi,t+epsiloni,t
where a0 is a common constant and consi is a country
specific constant and const is a specific time
constant.
I used xtreg y x dummy (for time period),re (fe)
i(country) but I'm not sure that it's the correct way
to formulate this two-way model...
Thank in advance for any help
Daniel
D�couvrez le nouveau Yahoo! Mail : 250 Mo d'espace de stockage pour vos mails !
Cr�ez votre Yahoo! Mail sur http://fr.mail.yahoo.com/
*
* 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/
