Would -a2reg- be of any help here?
Joseph Coveney
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package a2reg from http://repec.org/bocode/a
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TITLE
'A2REG': module to estimate models with two fixed effects
DESCRIPTION/AUTHOR(S)
a2reg estimates linear regressions with two way fixed effects, as
in Abowd and Kramarz (1999). Fixed effects should not be
nested, but connected as described in Abowd, Creecy, Kramarz
(2002). The deletion of missing values should be performed ex
ante. Standard errors can be computed by boostrapping.
KW: fixed effects
KW: two-way fixed effects
Requires: Stata version 9.1
Distribution-Date: 20080611
Author: Amine Ouazad, Paris School of Economics
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