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ivreghdfe interaction terms #18

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mathurshreya95 opened this issue May 18, 2019 · 0 comments
Open

ivreghdfe interaction terms #18

mathurshreya95 opened this issue May 18, 2019 · 0 comments

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@mathurshreya95
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Hi, could you please tell me how to run ivreghdfe with an interaction with a categorical variable? My regression without the interaction is:
ivreghdfe y (x=w), r cl(district) a(district)
I want to interact x with the categorical variable state that has categories from 1 to 50. But the following command doesn't seem to work:
ivreghdfe y (c.x##i.state=c.w##i.state), r cl(district) a(district)

Thank you!

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