Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Dummy variables for pooled regressions


From   austin nichols <[email protected]>
To   [email protected]
Subject   Re: st: Dummy variables for pooled regressions
Date   Wed, 11 Jan 2006 11:26:59 -0500

. egen g=group(state ind)
. areg y x, absorb(g)

On 1/11/06, Yvonne Capstick <[email protected]> wrote:
> Hi,
>
> I'm trying to run a regression of company profit on many potential
> determinants (e.g. past advertising, past sales growth). I have a large
> dataset of many companies and am doing a pooled regression, pooling all of
> the observations together. I would like to include two dummy variables as
> controls: one for the state, and a second for the industry (i.e. state and
> industry year fixed effects).
>
> Is there a simple way to do this without literally creating a separate dummy
> variable for each state and each industry? I know that with a panel dataset
> (i.e. multiple cross sections over time), I can do xtreg y x, i(industry) fe
> if I am only interested in constructing an industry fixed effect. This
> syntax instructs Stata to create the dummy variables so I do not have to.
>
> However, if I need more than one fixed effect (industry and state), xtreg
> cannot seem to accommodate this. It only lets me put one variable in the i(
> ) option. Could anyone suggest an alternative way?
>
> Thanks!
> Yvonne
>
> _________________________________________________________________
> Don't just search. Find. Check out the new MSN Search!
> http://search.msn.click-url.com/go/onm00200636ave/direct/01/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index