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st: Regress with fixed effects


From   Julian Kochan <[email protected]>
To   [email protected]
Subject   st: Regress with fixed effects
Date   Sun, 30 Mar 2014 20:26:59 +0200

Hi all,

i have paneldata for firms with observations from 2000 - 2012. 

I want to do a multiple regression, using a difference in difference approach. I generated dummy variable for treatment and for the year (pre_post)
Dependent variable is corporate investements. Independent variables are pre_post , treatment and the interaction term between both. 
Obviously, there are omitted variables such as size, Tobin's Q, leverage ration, industry, etc. 
I want to control for these variables, such that I can conclude later on, that my relationship is not due to those variables.

How do I do this ? Is it right to work here with the fixed effects function ? 

I tried: xtreg investments treatment pre_post interaction, i (size) fe or areg investments treatment pre_post interaction, absorb (size)
I also tried: xtreg investments treatment pre_post interaction, i (firm) fe or areg investments treatment pre_post interaction, absorb (firm)

how do i include the control for multiple variables and not only size ? Is it the right way, to use the xtreg and fe command ?

thanks

Julian


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