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Re: st: First Difference Interaction Terms: Factor Variables (I'm away)
From
<[email protected]>
To
"statalist" <[email protected]>
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 <[email protected]> 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.
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* http://www.ats.ucla.edu/stat/stata/