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Re: st: Omitted category interaction variables
From
Estrella Gomez <[email protected]>
To
[email protected]
Subject
Re: st: Omitted category interaction variables
Date
Mon, 4 Nov 2013 14:58:18 +0100
The thing is I cannot include the main effects because these vary over
pair of countries, and I'm including country pair fixed effects in the
estimation. When I do not include the main effects, Stata excludes one
year by default, and it is not always the same. I would need it to be
the same because I want to compare the evolution of ldist, dhome and
dlang over time
Thanks a lot,
Estrella
2013/11/4 Maarten Buis <[email protected]>:
> On Mon, Nov 4, 2013 at 2:18 PM, Estrella Gomez wrote:
>> Yes, but this is not what I want. Then it excludes the year 2006 in
>> the last set of dummies; i.year; but I want it to be excluded from
>> every interaction term (i.year#c.ldist; i.year#i.dhome and
>> i.year#i.dlang)
>
> You forget to include the main effects of ldist dhome and dlang. That
> is probably what is causing the problems, as in that case you don't
> want to exclude a reference category. If you include the main effects,
> then setting the baseline once will be enough.
>
> -- Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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