[fixed effects with panel data]

[Gibeom Kwon]

Good afternoon,

Thanks in advance for all your sincere replies.


I would like to run a fixed effects regression analysis. Specifically, recipient and year fixed effects.

After declaring the data panel,
- for recipient fixed effects, I used : xtreg A B C, fe
- for year fixed effects, I used : xtreg A B C, fe i(year)

however, I am struggling to code the fixed effects for both 'recipient and year'.

Would you mind guiding the code? or any reference to further my studies?


Below is the partial example of the dataset.

Thanks for your guidance.


* cf. dataset

donor	recipient	year	A	B	C
Australia	Cambodia	2006	15.6761	6.632849	16.41655
Australia	Cambodia	2007	14.46832	6.712657	16.43398
Australia	Cambodia	2008	16.84349	6.760863	16.45055
Australia	Indonesia	2006	17.68763	7.725302	19.26137
Australia	Indonesia	2007	16.55506	7.773702	19.27449
Australia	Indonesia	2008	18.72868	7.819078	19.28751
Australia	Myanmar	2006	15.56305	6.370142	17.68855
Australia	Myanmar	2007	12.27384	6.475989	17.69595
Australia	Myanmar	2008	13.4866	6.567776	17.7018
Japan	Cambodia	2006	18.08964	6.632849	16.41655
Japan	Cambodia	2007	17.52746	6.712657	16.43398
Japan	Cambodia	2008	17.84096	6.760863	16.45055
Japan	Indonesia	2006	20.4099	7.725302	19.26137
Japan	Indonesia	2007	20.01523	7.773702	19.27449
Japan	Indonesia	2008	19.84148	7.819078	19.28751
Japan	Myanmar	2006	15.74993	6.370142	17.68855
Japan	Myanmar	2007	15.93556	6.475989	17.69595
Japan	Myanmar	2008	15.61897	6.567776	17.7018
Korea	Cambodia	2006	17.59684	6.632849	16.41655
Korea	Cambodia	2007	16.13776	6.712657	16.43398
Korea	Cambodia	2008	17.61307	6.760863	16.45055
Korea	Indonesia	2006	17.63255	7.725302	19.26137
Korea	Indonesia	2007	16.69011	7.773702	19.27449
Korea	Indonesia	2008	16.71284	7.819078	19.28751
Korea	Myanmar	2006	14.90106	6.370142	17.68855
Korea	Myanmar	2007	14.04117	6.475989	17.69595
Korea	Myanmar	2008	15.39696	6.567776	17.7018
United States	Cambodia	2006	14.82884	6.632849	16.41655
United States	Cambodia	2007	15.35317	6.712657	16.43398
United States	Cambodia	2008	16.05363	6.760863	16.45055
United States	Indonesia	2006	14.13951	7.725302	19.26137
United States	Indonesia	2007	17.04679	7.773702	19.27449
United States	Indonesia	2008	17.26984	7.819078	19.28751
United States	Myanmar	2006		6.370142	17.68855
United States	Myanmar	2007		6.475989	17.69595
United States	Myanmar	2008	12.17081	6.567776	17.7018

[Carlo Lazzaro]

Gibeom:
see the community-contributed module -reghdfe-.

[Ilya Bolotov]

What about?

* LSDV, xtlsdvc, Bias corrected LSDV dynamic panel data models
net install st0091, from(http://www.stata-journal.com/software/sj5-4/)