Hi:
Not including the main effects would be a fatal flaw; the interaction
terms mean nothing without the main effects. Given the scale dependency
of the multiplicative terms
it is essential to first partial out the main effects from the
multiplicative term in the regression equation.
HTH,
J.
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University of Lausanne
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On 03.06.2009 15:31, [email protected] wrote:
Hello,
I try to create interaction terms between exporter and importer fixed effects and time fixed effects. My first thought was to use the xi command (xi: reg ..... i.ci*i.year i.cj*i.year, where ci and cj are exporters and importers). STATA does create the interaction terms, however, the main effects always remain in the regression.
My question is whether there is an alternative command which I can use to create the interaction terms and which allows me to estimate the model only with the interactions included and not with the main effects?
I would appreciate any help,
best regards
Phil
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