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Re: st: Creating interaction terms between country and time fixed effects


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Creating interaction terms between country and time fixed effects
Date   Wed, 03 Jun 2009 09:40:50 -0400

you can use the -xi- command outside of the context of estimation (see -help xi-) and then choose which terms in your data to incorporate into the estimation

however, you should think very carefully about whether you really want to do this and what the interpretation of the interaction terms will be if the main effects are not included

Rich

Phil1899@gmx.de wrote:
Hello,

I try to create interaction terms between exporter and importer fixed effects and time fixed effects. My first thought was to use the xi command (xi: reg ..... i.ci*i.year i.cj*i.year, where ci and cj are exporters and importers). STATA does create the interaction terms, however, the main effects always remain in the regression. My question is whether there is an alternative command which I can use to create the interaction terms and which allows me to estimate the model only with the interactions included and not with the main effects?
I would appreciate any help,

best regards

Phil


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