I am running xtivreg2 for a regression with interaction:
Note that the dummy child is dropped by Stata because of collinearity. Here I get the beta on the interaction term of 0.26.
However, I don't get the same result when I split the sample by households having or not a child:
Here I get the difference between the two beta coefficients is 1.2
Could it be that, because of too many dummy variables and trends (more than 600), I don't get the same results?
I did the same regression using
but get the same different results.
Code:
gen hhrlichild=hhreallabinc*child gen bonuschild=bonus*child
Code:
xtivreg2 y (hhreallabinc hhrlichild = bonus bonuschild) child $xhh1 $xcity pxy* ind* countytrend*, fe robust cluster(county)
However, I don't get the same result when I split the sample by households having or not a child:
Code:
xtivreg2 y (hhreallabinc = bonus) $xhh1 $xcity pxy* ind* countytrend* if child==1, fe robust cluster(county)
Code:
xtivreg2 y (hhreallabinc = bonus ) $xhh1 $xcity pxy* ind* countytrend* if child==0, fe robust cluster(county)
Could it be that, because of too many dummy variables and trends (more than 600), I don't get the same results?
I did the same regression using
Code:
reghdfe