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)
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!