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-- Maarten
On Mon, Jan 28, 2013 at 3:31 PM, natasha agarwal wrote:
> 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 ?
>
> Best,
> Dr. Agarwal
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--
---------------------------------
Maarten L. Buis
WZB
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10785 Berlin
Germany
http://www.maartenbuis.nl
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