I want to include a categorical interaction term (gender*time) in the
fixed portion of an xtmixed model (see below), but STATA is dropping
several categories of this interaction "due to collinearity". Is there
any way I can prevent this from happening? According to STATA help the
"collinearity" option can only be used for random effects.
xi: xtmixed dv time i.sexBYtime || id: time, cov(un) variance
Thanks in advance
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Sarah Gill
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