How to generate a high number of country - time dummies ?

[Anthony Macedo]

Hello everyone,
To estimate a gravity model with panel data, I need importer-time dummies, which I tried to generate using:

egen impdate = group(importer date)
tab impdate, gen (impmth_)

However, I got the error “too many values” after the command "tab" because I have 238 importers over 56 months.
Is there an alternative to creating such dummies?
Thank you.

[Maxence Morlet]

There's an easy workaround; include i.importer#i.time in your regression, no need to create anything.

[Anthony Macedo]

Thank you for the reply Maxence. Unfortunately, I will estimate the gravity model with the command "xtpqml", which does not allow factor-variable and time-series operators.

[Clyde Schechter]

In that case, dredge out the otherwise obsolete -xi- command. If you are not familiar with it, read -help xi-.

[Anthony Macedo]

Thank you for the solution. Best regards