markusfritsch / pdynmc

Dynamic linear panel estimation based on linear and nonlinear moment conditions
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Inclusion of interaction terms #8

Open gueyenono opened 1 year ago

gueyenono commented 1 year ago

First and foremost, I would like to thank you for such a great package. The accompanying paper is also such a great addition.

Given that the package's authors chose to not have a formula interface, I would like to know if there is any way to include interaction terms. It is possible to create the interactions myself in the data; however, I suspect that the output will contain incorrect coefficients and standard errors for the terms which are not interactions.

Thank you for your response.