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Re: st: Creating interaction terms between country and time fixed effects

From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: Creating interaction terms between country and time fixed effects
Date   Wed, 03 Jun 2009 16:45:30 +0200


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.



Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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On 03.06.2009 15:31, [email protected] wrote:

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.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


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