Interaction model in STATA

[Eric Shea]

I estimate the following in STATA:

y=a+b_1*x1+b2*x1x2+b3*x2+FE, where x1 is a continuous variable, x2 is an indicator variable and x1x2 is the interaction between x1 and x2 FE is a set of fixed effects as controls.

I fist run the following command in STATA:

reg y c.x1##i.x2 FE.

I also construct the interaction term myself:

gen x1_x2=x1*x2, and run

reg y x1 x1_x2 x2 FE.

I got really different results for the main effects and interactions for these two methods of estimating. Am I missing something here? Thanks a lot!

[Carlo Lazzaro]

Eric:
if you share what Stata gave you back, your chances of getting helpful replies will surely increase. Thanks.