[Limdep Nlogit List] two-way fixed effects panel data method

[CK Chau]

Dear Prof. Greene,

Could you advise me the input format for the two-way fixed effect panel data
method? Thanks in advance!


Cheers,

CK Chau

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: Friday, March 26, 2010 6:46 PM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] two-way fixed effects panel data method

Professor Chau. The fixed effects model doesn't make any assumption
about the spacing of observations in the time dimension. There is a
separate dummy variable for each period. The magnitudes of the differences
between the coefficients may be suggestive of the differences in the
number of periods, but that is not built into the model in any form.
/B. Greene

----- Original Message -----
From: "CK Chau" <beckchau at polyu.edu.hk>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Friday, March 26, 2010 4:08:10 AM GMT -05:00 Colombia
Subject: [Limdep Nlogit List] two-way fixed effects panel data method

Dear all,

Can someone advise me whether the two-way-fixed effects panel data method
can be applied to solve for irregular time period data?


Cheers,


CK Chau
Associate Professor
Dept of Building Services Eng 
The Hong Kong Polytechnic University 


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