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st: how to select all the numerical variable


From   "Martin Wang" <zwang215@gmail.com>
To   "statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: how to select all the numerical variable
Date   Thu, 23 Sep 2010 00:30:26 +0800

Dear Statalist,

Can I ask a question? I'm doing a fixed effects regression including firm and year fixe effect. However, I need to interaction these firm and year dummy with my key variable ES, so suppose I have 3 firms and 2 years, I will need to include f1*ES, f2*ES, f3*ES, y1*ES, y2*ES in the regression, where f1 f2 f3 are firm dummies and y1 y2 are year dummies. If I regress like this you can image it is very demanding and time consuming when number of firms and years increase. So I wonder if there is a convennient way to do this? It would be nice if I use some command like areg or reg2hdfe which are very fast.

Many thanks in advance!

Martin


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