Hi All,

My dataset resembles the following:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(Importer Exporter Year Y X)
1  3 1990 .3  2
1 21 1991 .2 12
1  3 1992 .1  3
2  1 1992 .2 23
2  1 1992 .5  2
2  2 1991 .7  2
2  3 1990 .8 23
2  2 1991  1  1
end

Here, I have data on trade flows as a fraction of output (Y), for each importer-exporter pair, by year. I wish to run a Poisson-type regression, with trade flows on the LHS. Normally, the -ppml- command would have been ideal, but I have non-integer values for my y-variable, which makes that tricky.

Alternatively, I am making use of the glm command. Moreover, I wish to estimate the importer and exporter fixed effects as well. I basically run the following regression:

Code:
egen ex=group(Exporter) 
egen im=group(Importer) 
glm Y X ex* im*,  family(poisson) diff iter(30)
The regression works well, but I am not sure how to retrieve the estimated fixed effects. In particular, I would like them to be stored in separate columns, in accordance with the specific cell that contains that importer and exporter. I normally make use of the reghdfee or the areg commands for this, but was wondering if there is something more straightforward with the glm command, akin to the abs() option.

Many thanks,
CS