Hello everybody,
I tried to use contrast in order to see if I should use some categorical variables after my regression. I have never used this command before so please let me know if my interpretation of the use of the command is wrong per se.
So I type my regression like:
xtreg yvar xvars i.year year#country year#industry, fe vce(cluster ID)
contrast year#country
contrast year#industry
and get an almost empty table apart from: year#country not testable and denominator = 2708.
What am I doing wrong?
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