Daniel,
You can try
xi: reg y i.firm i.time x1
or
xi: reg y i.firm i.time x1, robust
for the rorbust version.
hope this helps
svetlana
On 26 Feb 2005 at 21:16, daniel perez wrote:
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
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