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st: RE: how to select all the numerical variable


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: how to select all the numerical variable
Date   Wed, 22 Sep 2010 18:32:09 +0200

<>

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help fvvarlist
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HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Wang
Sent: Mittwoch, 22. September 2010 18:30
To: statalist
Cc: zwang215
Subject: st: how to select all the numerical variable

Dear Statalist,

Can I ask a question? I'm doing a fixed effects regression including firm
and year fixe effect. However, I need to interaction these firm and year
dummy with my key variable ES, so suppose I have 3 firms and 2 years, I will
need to include f1*ES, f2*ES, f3*ES, y1*ES, y2*ES in the regression, where
f1 f2 f3 are firm dummies and y1 y2 are year dummies. If I regress like this
you can image it is very demanding and time consuming when number of firms
and years increase. So I wonder if there is a convennient way to do this? It
would be nice if I use some command like areg or reg2hdfe which are very
fast.

Many thanks in advance!

Martin


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