st: 2-way Fixed Effects model

[Lucas <lucaselastic@gmail.com>]

Dear Statalisters,

I thought this was a simple issue, estimating a 2-way fixed effects
model, but, alas, I cannot figure it out. I see several stata and
user-written commands, but I am not certain any of them will work in
my situation.

My data is that I have dozens of companies crossed with dozens of
jurisdictions (e.g., counties).  For substantive reasons I need to
obtain the coefficients for each company and for each county (which
makes areg not quite what I need).

FYI, there is no time element here, so lags, AR processes, and such
are not relevant.

Any guidance anyone can offer is greatly appreciated.

Sam
*
*   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/