How to interact a variable with Fixed Effect. Help!

[david schtrutz]

Hi!
I am working on my final paper and could need som help.
What i'm trying to do is to investigate if a tax who was implemented on 2018 second quarter had any effect on total passengers traveling. I want to include GDP for the start period 2015 first quarter and interact that variable with my quarterly fix effects. That is, if the value of GDP for a country was 1300 in the first quarter of my data, I want to interact that with each quarterly dummy - this would give me a value that will exist for each quarter. How can I do it in Stata?

[Carlo Lazzaro]

David:
do you mean something like:

c.GDP##.quarter

[david schtrutz]

David:
do you mean something like:

c.GDP##.quarter

I tried it but it did not work for me. Does that code make the GDP interact with the quartile dummy? Why does it not work for me in that case?
I posted my do-file with my data if that could give any idea of what I'm talking about.

Your time and help would greatly be appreciated

David

[Carlo Lazzaro]

David:
there was a typo in my previous code, that should be read as:

c.GDP##i.quarter

That said, you should plug in the interaction among the predictors of the right-hand side of your regerssion equation.

[david schtrutz]

David:
there was a typo in my previous code, that should be read as:

c.GDP##i.quarter

That said, you should plug in the interaction among the predictors of the right-hand side of your regerssion equation.

I still get " c.GDPperCapita##i.Quarter
unrecognized command: c.GDPperCapita invalid command name
r(199);"

What am i doing wrong?

[Carlo Lazzaro]

David:
you Stata code is illegal.
You should plug in the interaction among the predictors of the right-hand side of your regerssion equation, that is something like:

xtreg <depvar> i.GDPperCapita##i.quarter <otherindepvar>

[Harry Mamani]

Hello Carlo Lazzaro, please help me with my data panel. 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do-file r(198); ******************************* ************************************************** ************************************************** ************************************************** *****************************about the cluster command,xtreg Y X y14 y15 y16,fe vce(cluster Muni).
what is its function and importance in the models. +++

I'm using Stata 14
thanks for your answer

[david schtrutz]

David:
you Stata code is illegal.
You should plug in the interaction among the predictors of the right-hand side of your regerssion equation, that is something like:

xtreg <depvar> i.GDPperCapita##i.quarter <otherindepvar>

It worked for me! Thanks alot!