Code:
asdoc reghdfe pm rc l.pm interaction1 l.asse /// l.lev if dummy ==0, absorb(cc industry_year_fe) keep(rc /// interaction1) add(Firm FE, Y, Year FE, Y, Controls, Y) /// nest replace save($results/br.doc)asdoc reghdfe pm rc l.pm interaction1 l.asse ///l.lev if dummy ==1, absorb(cc industry_year_fe) keep(rc ///interaction1) add(Firm FE, Y, Year FE, Y, Controls, Y) ///nest replace save($results/br.doc)
Thanks
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