about firm fixed effect
Posted: Tue Dec 25, 2012 5:31 am
Hihi,
I am doing my thesis and i have a question of firm fixed effect dummy.
My workfile is panel data with stock number and year, according to your some posts, i did make the year fixed effect with @expand(@obsid,@dropfirst).
However, i can't make firm fixed effect with @expand(@crossid,@dropfirst). is there any problems with my command?
*** i have around 1000 firms with 9years.****
Thank you! Merry Christmas! :D
I am doing my thesis and i have a question of firm fixed effect dummy.
My workfile is panel data with stock number and year, according to your some posts, i did make the year fixed effect with @expand(@obsid,@dropfirst).
However, i can't make firm fixed effect with @expand(@crossid,@dropfirst). is there any problems with my command?
*** i have around 1000 firms with 9years.****
Thank you! Merry Christmas! :D