Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: First Difference Interaction Terms: Factor Variables


From   john sanders <desmochada@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: First Difference Interaction Terms: Factor Variables
Date   Sun, 11 Dec 2011 13:41:37 -0500

I am trying to figure out the proper specification for a first
differenced model with continuous interaction terms:

Are the interaction terms supposed to be
1. interacted and then differenced?
2. differenced then interacted?

In either case, I believe STATA 12 now lets one use time series
operators with factor variables. Would the proper specification look
like

reg demand  D.(c.size##c.price)

Any and all help greatly appreciated.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index