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  • how to get the coefficient of interation term after regression

    Code:
    xtset area_id year
    xtreg y i.dummy##c.GDP income xoijj  i,year, fe r


    After running this regression, I know use_b[income] to get the coefficient of variable "income"


    But how do I get the coefficient of just the interaction term (1.dummy*GDP)?




  • #2
    If you type

    Code:
    mat list e(b)
    you will see how each coefficient is named.

    Comment


    • #3
      A totally ridiculous example, but it shows you how to identify the "names" of coefficients:
      Code:
      webuse grunfeld, clear
      xtreg invest c.mvalue##c.kstock
      xtreg invest c.mvalue##c.kstock, coefl
      The last command gives you the "names of the coefficients.

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