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st: cluster2 and interaction terms

Subject   st: cluster2 and interaction terms
Date   Thu, 22 Nov 2012 14:47:53 +0100

Dear statalists,

I am currently working on a project and I am planning to use cluster2 command.

Here is my model (I omitt control variables for the sake of simplicity)
y = a + bx1 + bx2 + b(x1*x2) + e
where y, x1 and x2 are continuous variable

If I type
regress y c.x1##c.x2
everything works fine

If I type
cluster2 y c.x1##c.x2, fcluster(firm_cluster) tcluster(time_cluster)
I got the following error:

I also tried computing the interaction manually, but it seems that the interaction term is automatically excluded from the model.

I experience the same if I interact a continuous with a dummy variable.

Is anyone out there that can help me?

Many thanks,

Francesco Mazzi
PhD Student, University of Florence
Via delle Pandette 9
50139, Florence (Italy)

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