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Re: st: interacted fixed effects

From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   Re: st: interacted fixed effects
Date   Thu, 27 Apr 2006 14:04:03 -0400


If she already -tsset- the data on identifier, then this won't work, will it?

On Apr 27, 2006, at 12:18 PM, Austin Nichols wrote:

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.

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