Dear all,
I have a balanced panel data and I just ran a regression where I have tried to cluster std errors at the firm level (id is firm id) (Years 2001 to 2010)
The model is: 𝑦𝑖𝑡 = 𝛽𝑡𝐷𝑖 + 𝛼 + F𝑖 + Y𝑡 + 𝜖𝑖𝑡 (Di is treatment dummy, F𝑖 & Y𝑡 are Firm and Year fixed effects respectively)
The question is:
I want to form a separate dataset using estimates of 𝛽𝑡 , the lower and higher bound estimates of 95% confidence intervals of 𝛽𝑡, estimates of Y𝑡, estimates of 𝛽𝑡 + Y𝑡 and with 2005 as the base year or the omitted category. How to do this?
(For regression I tried the command: regress index treat i.id ib2005.year id#year, vce(cluster id). However, this still doesn't set 2005 as the base year. )
Any feedback is much appreciated.
Thank you.
Best,
Lars.
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