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st: missing factor variables in table of estimates


From   Lloyd Dumont <lloyddumont@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: missing factor variables in table of estimates
Date   Tue, 21 Feb 2012 09:30:34 -0800 (PST)

Hello,
Statalist.
I
am having trouble recovering estimates from two-way multiplicative interactions
created using Stata 11's facility for factor variables.
 
Here
is an example…
 
code:
.  xtreg Y X1, fe 
.  estimates store M1
.  xtreg Y c.X2##c.X1 c.X3##c.X1, fe 
.  estimates store M2
.  estimates table M1 M2, stats(N N_g r2_o)
star(.05 .01 .001) keep(c.X2##c.X1 c.X3##c.X1) b(%9.2f) stfmt(%9.2fc)
style(oneline)
 
generates:
--------------------------------------------
    Variable |      M1             M2       
-------------+------------------------------
          X2 |                    -4.12**   
          X1 |     -1.12***   (omitted)     
             |
   c.X2#c.X1 |                    10.46**   
             |
          X3 |                     5.65**   
          X1 |     -1.12***   (omitted)     
             |
   c.X3#c.X1 |                   -14.66***  
-------------+------------------------------
           N |      3137           3137     
         N_g |     31.00          31.00     
        r2_o |      0.00           0.00     
--------------------------------------------
       legend: * p<.05; ** p<.01; ***
p<.001
 
There
are a few problems here.  First, looking
down column M1, what can I do to prevent the estimate for X1 from displaying
twice?  Second, in M2, no estimate
displays for the main effect of X1.  In
fact, it is omitted twice.
 
So,
how can one display estimates for ALL of the following variables, and have them
display just once?
 
X1
X2
X2
* X1
X3
X3
* X1
 
Thank
you for your help.  Lloyd Dumont

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