Maybe the article by Cornelissen in the newest issue of the Stata
Journal is of help. Go to
http://www.stata-journal.com/current.html
ben
On Tue, Jun 24, 2008 at 9:32 PM, Verkuilen, Jay <[email protected]> wrote:
>>>I have an old question, which command should I use for two-way fixed
> effects? For example if I want to control both year and firm fixed
> effects.
>
> I think you want -xtreg-, which has a fixed effects option built in.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
