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From | David Jacobs <jacobs.184@sociology.osu.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: WG: xtreg command and two-way fixed o random effect model |
Date | Sun, 09 May 2010 15:44:20 -0400 |
Although the econometrically sophisticated probably can provide work-arrounds, it is not possible to automatically include random effects for time in the -xtreg- routines. Others, however, may know of user-written programs that do this.
Both year fixed-effects and random-effects can are readily provided in the econometrics package called EViews, and probably (although I can't remeber for sure) in another econometrics package called Limdep.
David Jacobs At 07:38 AM 5/9/2010, you wrote:
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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/