I am estimating a gravity model with ppmlhfe. I use importer and exporter year fixed effects and dyadic fixed effects.
My model includes FTAs and other variables (dyad_t_var & dyad_t_var2) that vary on the dyad_t dimension.
my code is similar to the following example
Code:
use http://fmwww.bc.edu/RePEc/bocode/e/EXAMPLE_TRADE_FTA_DATA if category=="TOTAL", clear cap egen imp=group(isoimp) cap egen exp=group(isoexp) * generate other variable that varies on the dyad_t dimension generate dyad_t_var = runiform() generate dyad_t_var2 = runiform() * Run my model ppmlhdfe trade fta dyad_t_var dyad_t_var2, absorb(imp#year exp#year imp#exp) cluster(imp#exp)
I can run the following command,
Code:
vif, uncentered
Thanks a lot in advance for your help
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