st: WG: xtreg command and two-way fixed o random effect model

["Kerstin Oriold" <kerstin.oriold@exes.co.at>]

Dear all,

I am working with a balanced panel data set and want to analyze the group
and time effects.

Is there any possibility to use the xtreg command in combination with a
two-way fixed or/and random effect model ?   Maybe at a more updated Stata
Version ? I am currently working  with the Stata 8.0 version?..

Background to my question:
At the moment I apply the following regression model and would like to cross
check these results with the ones obtained from the fixed effect model. (As
is it possible in the case of a one-way model)

 xi: reg y i.idfirm i.idyear x1 x2 x3  

Thanks for your inputs, which are highly appreciated.

Kerstin




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