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Re: st: RE: Areg, absorb


From   Joerg Luedicke <[email protected]>
To   [email protected]
Subject   Re: st: RE: Areg, absorb
Date   Mon, 11 Apr 2011 09:33:58 -0400

On Mon, Apr 11, 2011 at 7:56 AM, Jan Bryla <[email protected]> wrote:
> Would it not be possible for you to first generate group id's based on country1 country2 and year, and then use -areg- to control for each group? I think that would capture the desired effects.
>
> In that case it would be something like:
>
> Egen id=group(country1 country2 year)
> Areg ..., abs(id)
>
> /Jan Bryla
>
>
But note that this is not the same model as proposed by OP. With the
group function you create combinations of country and year and, hence,
you would estimate interaction effects for country x year and I do not
know if that is what OP wants to do.

J.
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