You can just include the dummies and estimate the model, but that may take a long time.
Best wishes,
Joao
Best wishes,
Joao
xtpqml Y X1 X2 X3, fe i(countrypair)
predict fitted,xb xi:gen yhat = exp(fitted) egen meany = mean(migra) if yhat !=., by(countrypair) egen meanyhat=mean(yhat), by(countrypair) gen exp_alpha=meany/meanyhat replace yhat = yhat*exp_alpha
xtpqml migrafl llmigra llmigrasq if migra>migra[_n-1],fe i(countrypair) * Time = 7 predict fitted,xb xi:gen yhat = exp(fitted) egen meany = mean(migrafl) if yhat !=., by(countrypair) egen meanyhat=mean(yhat), by(countrypair) gen exp_alpha=meany/meanyhat replace yhat = yhat*exp_alpha gen migra_f = migra if time<=6 replace migra_f = yhat+migra[_n-1] if time==7 replace migrafl = migra_f-migra_f[_n-1] if time==7 * Time = 8 replace llmigra = ln(migra_f[_n-1]) if time==8 replace llmigrasq = (ln(migra_f[_n-1]))^2 if time==8 predict fitted1,xb xi:gen yhat1 = exp(fitted1) egen meany1 = mean(migrafl) if yhat1 !=., by(countrypair) egen meanyhat1=mean(yhat1), by(countrypair) gen exp_alpha1=meany1/meanyhat1 replace yhat1 = yhat1*exp_alpha1 replace migra_f = yhat1+migra_f[_n-1] if time==8 replace migrafl = migra_f-migra_f[_n-1] if time==8 * Time = 9 replace llmigra = ln(migra_f[_n-1]) if time==9 replace llmigrasq = (ln(migra_f[_n-1]))^2 if time==9 predict fitted2,xb xi:gen yhat2 = exp(fitted2) egen meany2 = mean(migrafl) if yhat2 !=., by(countrypair) egen meanyhat2=mean(yhat2), by(countrypair) gen exp_alpha2=meany2/meanyhat2 replace yhat2 = yhat2*exp_alpha2 replace migra_f = yhat2+migra_f[_n-1] if time==9 replace migrafl = migra_f-migra_f[_n-1] if time==9
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