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st: xtreg main effect and interaction

From   Ricardo Ovaldia <[email protected]>
To   [email protected]
Subject   st: xtreg main effect and interaction
Date   Mon, 15 Aug 2011 05:33:24 -0700 (PDT)

I used -xtreg- to fit a random effect model on longitudinal data.

The model is of the form:

xi:xtreg Y*time x1 x2 ...

The group has three levels. I get a significant group effect (p=0.023) and a significant interaction (p<0.001). -time is also significant (p<0.001) . My questions are:
1. How to interpret the main group effect in the presence of the interaction? and 
2. how do I estimate the size of the effect?

Thank you in advance,

Ricardo Ovaldia, MS
Oklahoma City, OK

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