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: cluster2 and interaction terms


From   francesco.mazzi@unifi.it
To   statalist@hsphsun2.harvard.edu
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:
FACTOR VARIABLES AND TIME-SERIES OPERATORS NOT ALLOWED

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


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





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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