help for a2group

Creates mobility groups for the identification of two-way fixed effects

a2group ,
[
individual(varname)
unit(varname)
groupvar(varname)
]

Description

a2group creates a new variable groupvar containing the mobility group
which the individual and the unit belong to. Within these mobility groups, two-way
fixed effects can be estimated, with individual indexing the first fixed effect,
and unit indexing the second fixed effect.

Options

individual(varname) is the identifier for the first fixed effect.
Typically, varname will be an person's ID, such as an employee ID.

unit(varname) is the identifier for the second fixed effect.
Typically, varname will be a unit ID, such as a firm ID.

groupvar(groupvar) is the name of the new variable containing
the identifier of the mobility group.

Examples

a2group, individual(personid) unit(firmid)

Author

Amine Ouazad, PhD Candidate of the Paris School of Economics,
and Research Associate, London School of Economics.

Webpage http://personal.lse.ac.uk/ouazad/

Email a.ouazad@lse.ac.uk

Acknowledgement

This command started as a port of the FORTRAN cg program that was written
by Robert Creecy for Unix platforms. It has now improved it in many ways,
providing Fisher tests, interfacing with STATA and commands such as bootstrap.

Please put the following reference in your paper.

Amine Ouazad, Program for the Estimation of Two-Way Fixed Effects, available at
http://personal.lse.ac.uk/ouazad/, 2007.

Also see

a2reg (if installed)