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Re: st: time and sector dummies


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: time and sector dummies
Date   Tue, 26 Apr 2011 16:30:27 +0100 (BST)

--- On Tue, 26/4/11, Sangalli Ilaria wrote:
> I have to estimate a panel data model based on firm data,
> which contain time dummies (to account for business cycle
> effects) and sectorial dummies (to control for industry effects).
> 
> I would like to make an interaction between time dummies
> and sector dummies in order to generate new dummies that
> control for specific components which vary across firms
> and time.
> 
> How can I generate these dummies using a unique string of
> commands?
> I would avoid repeating the same interaction command for
> each combination of time/industry dummies.

You can use the factor variable notation, include in your
model: -i.year##i.sector-. For more see: -help fvvarlist-

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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