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st: How to test for the country and time effect in the fixed effect model?


From   "C.VDR KOOIJ GUEVARA" <[email protected]>
To   [email protected]
Subject   st: How to test for the country and time effect in the fixed effect model?
Date   Thu, 14 Jun 2007 17:34:49 +0200

Hallo,

At the moment I am writing my thesis and I have to work with panel data and STATA. I am a beginner with respect to both and therefore I was wondering whether somebody could help me with the following two questions:
1. what does the between estimator actually calculate? I am only familiar with the fixed and random effects model in panel data.
2. For the estimation of the fixed effects model, I use xtreg depvar variablelist, fe. Does this command automatically take care of both the country and time effect that are present in the fixed effect model? And how can I test whether there is a country effect but no time effect, or the other way around?

Thank you very much in advance.

Yours sincerely,
Carine van der Kooij





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