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Re: st: time and sector dummies
From
"Dimitriy V. Masterov" <[email protected]>
To
[email protected]
Subject
Re: st: time and sector dummies
Date
Tue, 26 Apr 2011 11:27:07 -0400
There are a couple ways to do this. If you have Stata 11, the easiest
way would be to do something like:
xtreg y x1 x2 i.timevar##i.industryvar
This is called factor variables in Stata.
DVM
On Tue, Apr 26, 2011 at 11:18 AM, Sangalli Ilaria
<[email protected]> wrote:
> Dear all,
>
> I have to estimate a panel data model based on firm data, which contain time dummies (to account for business cycle effects) and
> sectorial dummies (to control for industry effects).
>
> I would like to make an interaction between time dummies and sector dummies in order to generate new dummies that control for
> specific components which vary across firms and time.
>
> How can I generate these dummies using a unique string of commands?
> I would avoid repeating the same interaction command for each combination of time/industry dummies.
>
> Thanks for the support.
>
> Ilaria Sangalli
>
> Research Department
> Intesa Sanpaolo SpA
>
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