Hello,
I am trying to run -xtdpdsys- with an interaction variable of a dummy variable for an id (a country-pair) and time variable. But -xtdpdsys- doesn't allow for -i.pair##c.year-. Hence, I need to create the interactions manually, can anyone please help me on how to exactly do this?
Maybe I should do a loop which would multiply each dummy for a country-pair by year, because I have 110 country-pairs and 20 years of observations, so it would be quite cumbersome to write it out by hand.
Thank you in advance!
I am trying to run -xtdpdsys- with an interaction variable of a dummy variable for an id (a country-pair) and time variable. But -xtdpdsys- doesn't allow for -i.pair##c.year-. Hence, I need to create the interactions manually, can anyone please help me on how to exactly do this?
Maybe I should do a loop which would multiply each dummy for a country-pair by year, because I have 110 country-pairs and 20 years of observations, so it would be quite cumbersome to write it out by hand.
Thank you in advance!
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