Dear All,
I am try to estimate a model where I need to introduce country,
product, year fixed effects, along country * time, product * time.
I try estimating the model with reg2hdfe by giving the following command.
reg2hdfe X Y country product time, id1(country*time) id2(product*time)
However, when I estimate the same, I only get estimates of Y and the
dummies on country, product and time is omitted.
Can someone explain me why ?
I thought that one would need to include individual dummies too when
one includes the interaction of the same ?
reg2hdfe is a user written program by •Paulo Guimaraes
Best,
Dr. Agarwal
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