Statalist The Stata Listserver

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

st: using interactions with lags

From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   st: using interactions with lags
Date   Fri, 29 Sep 2006 09:44:18 -0400

Is it possible to use indicator variables interacted with lagged variables using within OLS? For instance,

xi:reg Y i.race*l(0/11)*X i.year, robust

In other words, I want to interact the race dummy variable with 11 lags of the X regressor. I appear unable to do this using the above syntax. SHould I, instead, move to generating the dummies manually and then interacting that with the lag? In other words, is it the - i- operator that is causing the problem?

* For searches and help try:

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