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Re: st: time and sector dummies
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: time and sector dummies
Date
Tue, 26 Apr 2011 16:30:27 +0100 (BST)
--- On Tue, 26/4/11, Sangalli Ilaria wrote:
> 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.
You can use the factor variable notation, include in your
model: -i.year##i.sector-. For more see: -help fvvarlist-
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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