st: Re: Two-way random model for Panel Data

[Ricardo Gon�alves Silva <ricardogs@terra.com.br>]

Hi

The correct syntax is:

xi: xtreg y  x i.consi i.const

The common constant a0 is automatic added to your model.

Ricardo
----- Original Message ----- 
From: "daniel perez" <zerepda@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, February 28, 2005 2:01 PM
Subject: st: Two-way random model for Panel Data



> Hi everybody,
>
> I hope I'll find somebody which is able to get
> through a specification problem with panel data.
>
> I want to compute a two-way random a 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 i(country)
> but I'm not sure that it's the correct way
> to formulate this two-way model  under random effects
> approach...
>
> Thank in advance for any help
> Daniel
>
>
>
>
>
>
>
>
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