Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | <Rhian.Daniel@lshtm.ac.uk> |
| To | "statalist" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: First Difference Interaction Terms: Factor Variables (I'm away) |
| Date | Sun, 11 Dec 2011 18:46:56 +0000 |
Thank you for your message. However, I am currently on annual leave, returning to work on Monday 19th December. I will reply to your message then. Best wishes, Rhian >>> john sanders <desmochada@gmail.com> 12/11/11 18:41 >>> I am trying to figure out the proper specification for a first differenced model with continuous interaction terms: Are the interaction terms supposed to be 1. interacted and then differenced? 2. differenced then interacted? In either case, I believe STATA 12 now lets one use time series operators with factor variables. Would the proper specification look like reg demand D.(c.size##c.price) Any and all help greatly appreciated. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/