From | [email protected] |
To | [email protected] |
Subject | Re: st: Fixed effects |
Date | Tue, 21 Dec 2004 09:24:58 +0100 |
Foxed effects are usually calculated on demeaned data ( see handbook, or Greene, etc). I do not know if the inclusion of interaction effects between time and state fixed effects is compatible with this way of estimating the model. If I were you, I would rather create the fixed effects through the inclusino of dummies and their interactions running then a random effects command ( just a feeling, though)
Cheers,
Justina
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