Hi Svetlana,
Thank you for your help...Do I have to interpret your
suggestion as a random effect model or fixed effect
model ?
Daniel
Is it a random or fixed approach
--- Svetlana Mira <[email protected]> a
�crit�:
> 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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