Dear statalist,
Is it reasonable to use time dummy variables in PPMLHDFE, for example, to include commands like i.year or c.year in the explanatory variables?
Also, I was wondering what your opinion is on using time dummy variables with country-time fixed effects. For example,
ppmlhdfe ipv x1 x2 i.year, absorb(i.imp#i.year i.exp#i.year) vce(r)
or
ppmlhdfe ipv x1 x2 c.year, absorb(i.imp#c.year i.exp#c.year) vce(r)
I hope to get some help or reference on this.
Thank you very much for your interest.
Is it reasonable to use time dummy variables in PPMLHDFE, for example, to include commands like i.year or c.year in the explanatory variables?
Also, I was wondering what your opinion is on using time dummy variables with country-time fixed effects. For example,
ppmlhdfe ipv x1 x2 i.year, absorb(i.imp#i.year i.exp#i.year) vce(r)
or
ppmlhdfe ipv x1 x2 c.year, absorb(i.imp#c.year i.exp#c.year) vce(r)
I hope to get some help or reference on this.
Thank you very much for your interest.
