Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: interacted fixed effects

From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: interacted fixed effects
Date   Thu, 27 Apr 2006 12:18:30 -0400

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

*   For searches and help try:

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