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  • reg triple dummies interaction , omitted for collinearity , how to solve without changing base?

    Good evening,

    I would like to run the following regression:

    Code:
     reg i.Time#i.TREAT#i.FEMALE [.covariates]
    or
    Code:
     reg i.Time##i.TREAT##i.FEMALE [.covariates]
    The problem is that I am interested in the effect of treatment on females at time one, but of course, is omitted for collinearity... is there a way to change the display mode to omit something else instead of interaction?

    I had also tried to put a male dummy instead of the female one, but I haven't solved my problem.
    Many thanks in advance for your time and help!
    Last edited by Chiara Tasselli; 21 Jul 2022, 11:48.

  • #2
    Chiara, you may estimate the treatment effect for certain cases using command -margins- after -reg-.

    Code:
    reg DV time##treat##female
    margins, dydx(treat) at(female=1 time=1)

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