----- Original Message -----
From: "David Ridley" <[email protected]>
To: <[email protected]>
Sent: Friday, May 30, 2003 7:49 PM
Subject: st: 3 fixed effects (i,j,t)
> Hello.
>
> I'm using xtreg and would like to have fixed effects for i, j, and t. I
> can see to use iis and tis, but can I have a third fixed effect?
>
> I have 25 months of data on 4 treatments used by 85 health insurers. My
> data looks something like this:
>
> insurer month treatment price
> 01 200001 1 5
> 01 200001 2 10
> 01 200002 1 15
> 01 200002 2 20
> 02 200001 1 8
> 02 200001 2 8
>
> Thank you,
> David
>
David,
-xtreg- only controls for 1 grouping variable. To include additional
effects you need to use dummy variables which can easily created using -xi-.
Something like this should work:
xi i.months i.treatment
xtreg depvar indepvars _Imonth* _Itreat* , fe
hope this helps,
Scott
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