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  • Add Time Fixed effect to a multiple regression

    Hi everyone,
    I would like to know how it is possible to add the fixed time effect to my multiple regression.
    I mean, i have a dependent variable and some other independent variables. In addition, my professor asked me to add time as a control variable through the fixed time effect.
    Is it possible to do this?
    thank you so much!
    Valeria

  • #2
    You may add the time variable in the 'left' parcel of the equation. You may interact the time variable with other predictor as well.

    You didn't present the data display neither the main command, hence the answer is generalized.

    You may find several threads on this same topic in this forum.
    Best regards,

    Marcos

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    • #3
      Valeria:
      Marcos tackled the issue from the most comprehensive standpoint (that I share).
      As far as the Stata way to add time fixed effect is concerned, you are recommended to take a look at -fvvarlist-.
      You can easily create a time categorical predictor via:
      Code:
      i.year
      and test for -i.time- statistical significance via:
      Code:
      testparm i.year
      Kind regards,
      Carlo
      (StataNow 18.5)

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