Hi thank you but I'm now looking for the two way model
with random effects specification...
Your suugestion is the fixed effect approach.
Cheers Daniel
--- Ricardo Gon�alves Silva <[email protected]>
a �crit�:
> 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" <[email protected]>
> To: <[email protected]>
> 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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