Sounds like that regression may be over-determined, but if you are
determined to have that many fixed effects, you can
. egen g=group(identifier exporter year )
. xtreg depvar indepvar, fe i(g)
On 4/27/06, Kremena Platikanova <[email protected]> wrote:
> Dear Scott,
>
> If I use
>
> xi:xtreg depvar indepvar i.year i.exporter, fe i(identifier)
>
> wouldn't I be creating importer, exporter and year dummy variables a_i, b_j,
> c_t? What I want instead is importer-year, exporter-year and importer-exporter
> fixed effects a_it, b_jt, c_ij.
>
> Also, I have a large number of importers and exporters and using dummy
> variables is not feasible. My goal is to demean the data and regress the
> demeaned data.
>
> Kremena
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