Dear Statalist experts,
For example, I am examining the impact of anticorruption on firms' productivity in Myanmar.
I have a variable pt equalling 1 if this observation is after the enforcement date and pt=0 if it is before the enforcement date. And treatment group is the financial service industry while firms in other industries are control. So the variable for treatment group is financial=1 if firms in financial service industry nad 0 otherwise
Assuming I have the dependent variable is y and the independent variable are x1 x2 x3
I deem that I will regress
Afterward, I will look at the significance and magnitude of coefficient of "pt" to affirm the impact of laws on y, I am wondering whether it is a correct thought?
Let's say I have the variable for industry is INDC , I wondering how to add the industry fixed effect or indsutry*year fixed effect into the regression?
Thanks in advance.
For example, I am examining the impact of anticorruption on firms' productivity in Myanmar.
I have a variable pt equalling 1 if this observation is after the enforcement date and pt=0 if it is before the enforcement date. And treatment group is the financial service industry while firms in other industries are control. So the variable for treatment group is financial=1 if firms in financial service industry nad 0 otherwise
Assuming I have the dependent variable is y and the independent variable are x1 x2 x3
I deem that I will regress
Code:
xtset firmid year xtreg y pt#financial x1 x2 x3, fe vce(cluster firmsid) /*two-way fixed effect and clusterby firms*/
Let's say I have the variable for industry is INDC , I wondering how to add the industry fixed effect or indsutry*year fixed effect into the regression?
Thanks in advance.
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