Dear All,

I am applying the method of General equilibrium analysis with Poisson pseudo-maximum-likelihood (PPML) by Anderson et al. (2018). I have panel data for nine years from 2006-2016, with ten exporting countries and 154 importing countries for each exporter (total observations 11,781). The dependent variable is bilateral export. I have six independent variables. All variables are continuous. I have also included importer and exporter fixed effects.

The problem I face is that when I enter the following command in STATA:

ppml logexport transshipment geometricavg shipsize competition loggdp_rest loggdp_ten Exporter_fixed* Importer_fixed1-Importer_fixed '=NoC'-1',iter(30) noconst


I got the message "variable Importer_fixed not found"

Could you please guide me on how to fix this problem?

I hope Joao Santos Silva can help me to solve this issue.


Reference

Anderson, J. E., Larch, M., and Yotov, Y. V. (2018). GEPPML: general equilibrium analysis with PPML, The World Economy, 41: 2750–2782.