Hi All,
I have dataset that looks like the following:
In this dataset, I have the y variable, x variable and an indicator for country and year.
The regression I am performing takes the form:
regress y x i.code i.year
I wish to recover the country specific fixed effects (estimates of the country dummies), and merge them back to the dataset. The issue is that when I use the parmest command to store the coefficients, the country specific labels disappear, making it impossible to merge them with the dataset. Any insights on this are most welcome.
I have dataset that looks like the following:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(year y x) long code 1990 23 123 1 1991 23 432 1 1990 235 24 2 1991 45 324 2 1992 34 324 3 1993 543 324 3 1990 43 324 4 1990 543 432 4 1990 43 32 4 end label values code code2 label def code2 1 "ABC", modify label def code2 2 "CDN", modify label def code2 3 "ESP", modify label def code2 4 "USA", modify
In this dataset, I have the y variable, x variable and an indicator for country and year.
The regression I am performing takes the form:
regress y x i.code i.year
I wish to recover the country specific fixed effects (estimates of the country dummies), and merge them back to the dataset. The issue is that when I use the parmest command to store the coefficients, the country specific labels disappear, making it impossible to merge them with the dataset. Any insights on this are most welcome.
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