You need to go back and manually code the market shift *nespp4 interactions. letting ivreghdfe do it by itself makes things hard to interpret. flip it back to i0.mkt_shift
depvars ib5090.nespp4 ib5090.nespp4#i0.mkt_shift
or
depvars ib5090.nespp4 ib5090.nespp4#i1.mkt_shift
This is the same. I find the 2nd more intuitive to interpret, but they do the same thing. Also need to have the interactions sent to a table (they are not currently).
mle2718
commented
3 years ago
You need to go back and manually code the market shift *nespp4 interactions. letting ivreghdfe do it by itself makes things hard to interpret. flip it back to i0.mkt_shift
depvars ib5090.nespp4 ib5090.nespp4#i0.mkt_shift or depvars ib5090.nespp4 ib5090.nespp4#i1.mkt_shift
This is the same. I find the 2nd more intuitive to interpret, but they do the same thing. Also need to have the interactions sent to a table (they are not currently).