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From | natasha agarwal <agarwana2@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: individual fixed effects and interaction of the same with reg2hdfe. |
Date | Mon, 28 Jan 2013 14:31:44 +0000 |
Dear All, I am try to estimate a model where I need to introduce country, product, year fixed effects, along country * time, product * time. I try estimating the model with reg2hdfe by giving the following command. reg2hdfe X Y country product time, id1(country*time) id2(product*time) However, when I estimate the same, I only get estimates of Y and the dummies on country, product and time is omitted. Can someone explain me why ? I thought that one would need to include individual dummies too when one includes the interaction of the same ? Best, Dr. Agarwal * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/