Re: st: interacted fixed effects

[Scott Cunningham <scunning@gmail.com>]

Austin,

If she already -tsset- the data on identifier, then this won't work,  
will it?

sc
On Apr 27, 2006, at 12:18 PM, Austin Nichols wrote:


> Sounds like that regression may be over-determined, but if you are
> determined to have that many fixed effects, you can
> . egen g=group(identifier exporter year )
> . xtreg depvar indepvar, fe i(g)
>
> On 4/27/06, Kremena Platikanova <Kremena.Platikanova@colorado.edu>  
> wrote:
>
> > Dear Scott,
> >
> > If I use
> >
> > xi:xtreg depvar indepvar i.year i.exporter, fe i(identifier)
> >
> > wouldn't I be creating importer, exporter and year dummy variables  
> > a_i, b_j,
> > c_t? What I want instead is importer-year, exporter-year and  
> > importer-exporter
> > fixed effects a_it, b_jt, c_ij.
> >
> > Also, I have a large number of importers and exporters and using  
> > dummy
> > variables is not feasible. My goal is to demean the data and  
> > regress the
> > demeaned data.
> >
> > Kremena
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